+205.8%
RSP vs VIVK
-100.0%
+305.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | -1.9% | -4.4% | +2.5% | -1.9% |
| 30D | -2.8% | -40.8% | +38.0% | -2.6% |
| 3M | +2.8% | -94.1% | +97.0% | +4.0% |
| 6M | +10.2% | -98.2% | +108.4% | +11.8% |
| YTD | +13.1% | -98.0% | +111.1% | +14.2% |
| 1Y | +14.8% | -100.0% | +114.7% | +17.9% |
| 3Y | +52.6% | -100.0% | +152.6% | +56.1% |
| 5Y | +51.6% | -100.0% | +151.6% | +55.2% |
| All | +205.8% | -100.0% | +305.8% | +207.5% |
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