+172.7%
RTX vs VIVK
-100.0%
+272.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.6% |
| 7D | -1.6% | -7.9% | +6.3% | -1.6% |
| 30D | -11.6% | -42.0% | +30.4% | -11.3% |
| 3M | +9.2% | -92.5% | +101.7% | +10.4% |
| 6M | -4.4% | -98.0% | +93.6% | -3.0% |
| YTD | +8.9% | -97.9% | +106.8% | +9.9% |
| 1Y | +32.1% | -100.0% | +132.1% | +39.1% |
| All | +172.7% | -100.0% | +272.7% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling