+727.6%
RSP vs VIVK
-100.0%
+827.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.3% | +11.8% | -0.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -0.3% | -43.6% | +43.3% | -0.3% |
| 3M | +4.3% | -95.1% | +99.4% | +4.4% |
| 6M | +8.8% | -98.2% | +107.0% | +9.0% |
| YTD | +15.3% | -97.9% | +113.2% | +15.4% |
| 1Y | +18.3% | -100.0% | +118.3% | +18.6% |
| 3Y | +52.8% | -100.0% | +152.8% | +53.2% |
| 5Y | +51.7% | -100.0% | +151.7% | +52.1% |
| 10Y | +208.5% | -100.0% | +308.5% | +208.9% |
| All | +727.6% | -100.0% | +827.6% | +739.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling