+280.0%
RTX vs VIVK
-100.0%
+380.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -2.0% | -9.5% | +7.5% | -1.9% |
| 30D | -11.2% | -35.1% | +23.9% | -11.1% |
| 3M | +12.0% | -93.4% | +105.4% | +12.9% |
| 6M | -3.6% | -98.0% | +94.4% | -2.7% |
| YTD | +9.2% | -97.9% | +107.1% | +9.9% |
| 1Y | +29.7% | -100.0% | +129.7% | +32.3% |
| 3Y | +152.0% | -100.0% | +251.9% | +156.5% |
| 5Y | +165.8% | -100.0% | +265.8% | +170.6% |
| All | +280.0% | -100.0% | +380.0% | +288.3% |
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 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