+790.9%
NOW vs VIVK
-100.0%
+890.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -2.3% |
| 7D | -4.1% | -7.9% | +3.8% | -4.1% |
| 30D | +2.9% | -42.0% | +44.8% | +3.2% |
| 3M | +22.6% | -92.5% | +115.1% | +24.0% |
| 6M | +7.5% | -98.0% | +105.5% | +9.3% |
| YTD | -14.4% | -97.9% | +83.5% | -13.1% |
| 1Y | -29.8% | -100.0% | +70.2% | -28.0% |
| 3Y | +9.2% | -100.0% | +109.2% | +11.7% |
| 5Y | +0.8% | -100.0% | +100.8% | +3.0% |
| 10Y | +790.9% | -100.0% | +890.9% | +823.3% |
| All | +790.9% | -100.0% | +890.9% | +823.3% |
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