+42.1%
RF vs VIVK
-100.0%
+142.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +34.1% | -34.5% | -0.8% |
| 7D | -0.9% | -42.9% | +42.0% | -0.4% |
| 30D | +6.0% | -88.6% | +94.6% | +8.3% |
| 3M | -8.9% | -97.7% | +88.8% | -5.2% |
| 6M | +2.3% | -99.9% | +102.2% | +10.2% |
| YTD | +7.6% | -99.9% | +107.5% | +13.7% |
| 1Y | +21.2% | -100.0% | +121.2% | +33.3% |
| 3Y | +108.5% | -100.0% | +208.5% | +129.4% |
| All | +42.1% | -100.0% | +142.1% | +62.6% |
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