+1,418.0%
QLD vs VIVK
-100.0%
+1,518.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -23.6% | +30.4% | +7.0% |
| 7D | -1.4% | -44.2% | +42.8% | -1.1% |
| 30D | -19.6% | -90.0% | +70.4% | -18.6% |
| 3M | -14.1% | -98.0% | +83.9% | -12.3% |
| 6M | -13.6% | -99.9% | +86.3% | -10.3% |
| YTD | +12.5% | -99.9% | +112.5% | +15.9% |
| 1Y | +13.1% | -100.0% | +113.1% | +18.5% |
| 3Y | +154.7% | -100.0% | +254.7% | +166.3% |
| 5Y | +81.1% | -100.0% | +181.1% | +90.1% |
| 10Y | +1,418.0% | -100.0% | +1,518.0% | +1,507.3% |
| All | +1,418.0% | -100.0% | +1,518.0% | +1,507.3% |
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