+140.2%
NI vs VIVK
-100.0%
+240.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | 0.0% | -4.4% | +4.4% | +0.1% |
| 30D | -1.4% | -40.8% | +39.4% | -1.1% |
| 3M | -10.6% | -94.1% | +83.6% | -9.4% |
| 6M | -9.3% | -98.2% | +88.9% | -7.8% |
| YTD | +1.1% | -98.0% | +99.2% | +2.3% |
| 1Y | +3.4% | -100.0% | +103.3% | +6.7% |
| 3Y | +67.9% | -100.0% | +167.9% | +72.5% |
| 5Y | +98.0% | -100.0% | +198.0% | +103.6% |
| All | +140.2% | -100.0% | +240.2% | +136.2% |
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