+1,381.0%
NET vs VIVK
-100.0%
+1,481.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -27.5% | +24.9% | -1.8% |
| 7D | -16.4% | -68.7% | +52.3% | -13.9% |
| 30D | -25.8% | -90.0% | +64.2% | -21.8% |
| 3M | -11.5% | -98.1% | +86.5% | -3.3% |
| 6M | +18.9% | -99.9% | +118.8% | +38.7% |
| YTD | +35.2% | -99.9% | +135.1% | +53.0% |
| 1Y | +14.5% | -100.0% | +114.5% | +38.9% |
| 3Y | +313.8% | -100.0% | +413.8% | +395.9% |
| 5Y | +32.6% | -100.0% | +132.6% | +63.3% |
| All | +1,381.0% | -100.0% | +1,481.0% | +1,606.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling