+623.3%
P vs VIVK
-100.0%
+723.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -22.8% | +21.9% | -0.5% |
| 7D | -13.3% | -56.0% | +42.6% | -12.6% |
| 30D | -34.0% | -92.3% | +58.3% | -32.4% |
| 3M | +4.1% | -98.6% | +102.7% | +8.4% |
| 6M | +30.5% | -99.9% | +130.4% | +39.5% |
| YTD | +52.2% | -100.0% | +152.1% | +60.6% |
| 1Y | +10.3% | -100.0% | +110.3% | +19.6% |
| 3Y | +180.9% | -100.0% | +280.9% | +204.3% |
| 5Y | +259.7% | -100.0% | +359.7% | +292.0% |
| All | +623.3% | -100.0% | +723.3% | +600.4% |
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