+629.3%
ON vs VIVK
-100.0%
+729.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -7.4% | +15.9% | +8.6% |
| 7D | +2.4% | -4.4% | +6.7% | +2.4% |
| 30D | -8.6% | -40.8% | +32.2% | -8.2% |
| 3M | -34.3% | -94.1% | +59.8% | -33.0% |
| 6M | +28.5% | -98.2% | +126.7% | +31.9% |
| YTD | +40.6% | -98.0% | +138.6% | +43.2% |
| 1Y | +55.3% | -100.0% | +155.3% | +62.9% |
| 3Y | -22.2% | -100.0% | +77.8% | -18.9% |
| 5Y | +62.4% | -100.0% | +162.4% | +69.6% |
| All | +629.3% | -100.0% | +729.3% | +622.8% |
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