+1,449.6%
NET vs VIVK
-100.0%
+1,549.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.3% | +10.4% | -1.6% |
| 7D | -7.0% | -1.4% | -5.6% | -7.0% |
| 30D | -4.8% | -43.6% | +38.8% | -3.5% |
| 3M | +3.8% | -95.1% | +99.0% | +10.5% |
| 6M | +50.0% | -98.2% | +148.2% | +61.3% |
| YTD | +41.5% | -97.9% | +139.4% | +49.0% |
| 1Y | +32.8% | -100.0% | +132.8% | +54.4% |
| 3Y | +335.9% | -100.0% | +435.9% | +387.8% |
| 5Y | +113.8% | -100.0% | +213.8% | +142.9% |
| All | +1,449.6% | -100.0% | +1,549.6% | +1,561.8% |
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