+90.1%
RF vs VIVK
-100.0%
+190.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.3% | +12.3% | +0.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.3% |
| 30D | -3.6% | -43.6% | +40.0% | -3.0% |
| 3M | +8.1% | -95.1% | +103.2% | +11.3% |
| 6M | +11.5% | -98.2% | +109.7% | +15.3% |
| YTD | +15.6% | -97.9% | +113.5% | +18.0% |
| 1Y | +15.7% | -100.0% | +115.7% | +25.6% |
| 3Y | +86.9% | -100.0% | +186.9% | +98.0% |
| All | +90.1% | -100.0% | +190.1% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling