+1,542.6%
QLD vs VIVK
-100.0%
+1,642.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +8.9% | -0.6% |
| 7D | +12.5% | -38.6% | +51.1% | +12.8% |
| 30D | -15.7% | -87.7% | +72.0% | -14.7% |
| 3M | -11.9% | -98.9% | +86.9% | -9.7% |
| 6M | -10.3% | -100.0% | +89.7% | -6.6% |
| YTD | +15.6% | -100.0% | +115.6% | +19.5% |
| 1Y | +12.1% | -100.0% | +112.1% | +17.8% |
| 3Y | +150.7% | -100.0% | +250.7% | +163.0% |
| 5Y | +86.6% | -100.0% | +186.6% | +96.5% |
| All | +1,542.6% | -100.0% | +1,642.6% | +1,656.9% |
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