+50.5%
RSP vs VIVK
-100.0%
+150.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.4% | -0.9% |
| 7D | -1.8% | -7.9% | +6.1% | -1.8% |
| 30D | -2.5% | -42.0% | +39.4% | -2.2% |
| 3M | +3.0% | -92.5% | +95.5% | +4.3% |
| 6M | +8.9% | -98.0% | +106.9% | +10.8% |
| YTD | +13.0% | -97.9% | +110.9% | +14.3% |
| 1Y | +16.2% | -100.0% | +116.2% | +20.7% |
| 3Y | +52.7% | -100.0% | +152.7% | +56.9% |
| 5Y | +50.5% | -100.0% | +150.5% | +54.8% |
| All | +50.5% | -100.0% | +150.5% | +54.8% |
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