+739.0%
RSP vs VIVK
-100.0%
+839.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.7% | +0.2% |
| 7D | +2.4% | -57.7% | +60.0% | +2.4% |
| 30D | +4.3% | -87.3% | +91.5% | +4.4% |
| 3M | -0.3% | -98.9% | +98.6% | -0.1% |
| 6M | +9.8% | -100.0% | +109.8% | +10.2% |
| YTD | +16.8% | -100.0% | +116.8% | +17.2% |
| 1Y | +19.5% | -100.0% | +119.5% | +20.0% |
| 3Y | +65.1% | -100.0% | +165.1% | +65.9% |
| 5Y | +48.7% | -100.0% | +148.7% | +49.4% |
| 10Y | +213.6% | -100.0% | +313.6% | +214.7% |
| All | +739.0% | -100.0% | +839.0% | +752.6% |
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 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