+231.7%
RF vs VIVK
-100.0%
+331.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.3% | +14.1% | 0.0% |
| 7D | -1.3% | -48.0% | +46.6% | -0.8% |
| 30D | +4.6% | -88.4% | +93.1% | +6.8% |
| 3M | -8.4% | -98.7% | +90.3% | -4.4% |
| 6M | +8.9% | -100.0% | +108.8% | +17.1% |
| YTD | +8.8% | -100.0% | +108.8% | +15.4% |
| 1Y | +18.9% | -100.0% | +118.9% | +29.9% |
| 3Y | +116.0% | -100.0% | +216.0% | +136.0% |
| 5Y | +46.0% | -100.0% | +146.0% | +60.8% |
| 10Y | +231.7% | -100.0% | +331.7% | +258.2% |
| All | +231.7% | -100.0% | +331.7% | +258.2% |
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