+1,646.5%
QLD vs VIVK
-100.0%
+1,746.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.8% | -0.2% |
| 7D | +3.0% | +13.1% | -10.1% | +2.9% |
| 30D | -1.8% | -29.7% | +27.8% | -1.6% |
| 3M | -1.8% | -93.0% | +91.2% | -0.6% |
| 6M | +36.9% | -98.0% | +134.9% | +39.2% |
| YTD | +28.7% | -97.8% | +126.5% | +30.1% |
| 1Y | +41.9% | -100.0% | +141.9% | +46.8% |
| 3Y | +184.2% | -100.0% | +284.2% | +192.2% |
| 5Y | +122.1% | -100.0% | +222.1% | +128.6% |
| 10Y | +1,646.5% | -100.0% | +1,746.5% | +1,659.0% |
| All | +1,646.5% | -100.0% | +1,746.5% | +1,659.0% |
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