+50.7%
O vs VIVK
-100.0%
+150.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | -0.1% |
| 7D | -2.9% | -4.4% | +1.5% | -2.8% |
| 30D | -4.5% | -40.8% | +36.3% | -4.2% |
| 3M | -2.6% | -94.1% | +91.5% | -1.1% |
| 6M | -5.6% | -98.2% | +92.6% | -3.8% |
| YTD | +9.3% | -98.0% | +107.3% | +10.8% |
| 1Y | +4.3% | -100.0% | +104.3% | +8.2% |
| 3Y | +27.4% | -100.0% | +127.4% | +31.5% |
| 5Y | +17.1% | -100.0% | +117.0% | +20.9% |
| All | +50.7% | -100.0% | +150.7% | +47.6% |
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