-74.1%
OPEN vs VIVK
-100.0%
+25.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.1% | -6.7% |
| 7D | -10.5% | -9.5% | -1.1% | -10.5% |
| 30D | -21.8% | -35.1% | +13.3% | -21.5% |
| 3M | -37.5% | -93.4% | +55.9% | -36.0% |
| 6M | -44.1% | -98.0% | +53.9% | -42.4% |
| YTD | -52.0% | -97.9% | +45.9% | -51.0% |
| 1Y | -52.2% | -100.0% | +47.7% | -49.4% |
| 3Y | -25.9% | -100.0% | +74.1% | -22.9% |
| 5Y | -85.1% | -100.0% | +14.9% | -84.4% |
| All | -74.1% | -100.0% | +25.9% | -72.1% |
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 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