+648.6%
P vs VIVK
-100.0%
+748.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.5% | -3.1% |
| 7D | -4.1% | -9.5% | +5.3% | -4.0% |
| 30D | -14.0% | -35.1% | +21.1% | -13.6% |
| 3M | +41.4% | -93.4% | +134.8% | +44.1% |
| 6M | +54.2% | -98.0% | +152.1% | +58.0% |
| YTD | +40.4% | -97.9% | +138.3% | +42.7% |
| 1Y | +16.0% | -100.0% | +115.9% | +21.8% |
| 3Y | +140.7% | -100.0% | +240.6% | +151.0% |
| 5Y | +256.3% | -100.0% | +356.3% | +272.0% |
| All | +648.6% | -100.0% | +748.6% | +684.3% |
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