+267.4%
RTX vs VIVK
-100.0%
+367.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +0.1% |
| 7D | +4.8% | -57.7% | +62.5% | +5.1% |
| 30D | +6.5% | -87.3% | +93.8% | +7.2% |
| 3M | -9.6% | -98.9% | +89.3% | -8.2% |
| 6M | +12.3% | -100.0% | +112.3% | +15.1% |
| YTD | +9.5% | -100.0% | +109.4% | +11.7% |
| 1Y | +15.8% | -100.0% | +115.8% | +19.5% |
| 3Y | +157.0% | -100.0% | +257.0% | +165.2% |
| 5Y | +148.8% | -100.0% | +248.8% | +157.1% |
| All | +267.4% | -100.0% | +367.4% | +283.8% |
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 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