+223.9%
NXPI vs VIVK
-100.0%
+323.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.4% | +11.9% | +4.5% |
| 7D | +3.9% | -4.4% | +8.2% | +3.9% |
| 30D | +1.4% | -40.8% | +42.2% | +1.6% |
| 3M | -21.5% | -94.1% | +72.6% | -20.5% |
| 6M | +19.4% | -98.2% | +117.6% | +21.3% |
| YTD | +9.9% | -98.0% | +108.0% | +11.0% |
| 1Y | +7.9% | -100.0% | +107.9% | +11.5% |
| 3Y | +22.7% | -100.0% | +122.7% | +26.0% |
| 5Y | +22.1% | -100.0% | +122.1% | +25.5% |
| All | +223.9% | -100.0% | +323.9% | +200.5% |
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