+336.7%
RF vs VIVK
-100.0%
+436.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.7% | -8.8% | -1.2% |
| 7D | +2.7% | +13.1% | -10.4% | +2.5% |
| 30D | -3.4% | -29.7% | +26.3% | -3.0% |
| 3M | +6.4% | -93.0% | +99.3% | +8.8% |
| 6M | +13.4% | -98.0% | +111.4% | +16.9% |
| YTD | +14.2% | -97.8% | +112.0% | +16.6% |
| 1Y | +15.7% | -100.0% | +115.7% | +23.2% |
| 3Y | +91.3% | -100.0% | +191.3% | +101.7% |
| 5Y | +89.8% | -100.0% | +189.7% | +100.4% |
| 10Y | +336.7% | -100.0% | +436.7% | +346.0% |
| All | +336.7% | -100.0% | +436.7% | +346.0% |
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