+17.2%
O vs VIVK
-100.0%
+117.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -3.5% | -9.5% | +6.0% | -3.5% |
| 30D | -3.3% | -35.1% | +31.8% | -3.2% |
| 3M | -2.8% | -93.4% | +90.5% | -2.1% |
| 6M | -5.8% | -98.0% | +92.2% | -4.9% |
| YTD | +9.4% | -97.9% | +107.2% | +10.1% |
| 1Y | +5.7% | -100.0% | +105.6% | +7.5% |
| 3Y | +27.2% | -100.0% | +127.2% | +28.8% |
| 5Y | +17.2% | -100.0% | +117.2% | +20.1% |
| All | +17.2% | -100.0% | +117.2% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling