+693.0%
RTX vs VIVK
-100.0%
+793.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.3% | +11.7% | -0.7% |
| 7D | -5.2% | -1.4% | -3.8% | -5.2% |
| 30D | -9.4% | -43.6% | +34.2% | -9.4% |
| 3M | +12.3% | -95.1% | +107.4% | +12.4% |
| 6M | -3.1% | -98.2% | +95.1% | -3.0% |
| YTD | +10.7% | -97.9% | +108.6% | +10.8% |
| 1Y | +28.4% | -100.0% | +128.4% | +28.7% |
| 3Y | +147.1% | -100.0% | +247.0% | +147.6% |
| 5Y | +167.2% | -100.0% | +267.2% | +167.8% |
| 10Y | +274.7% | -100.0% | +374.7% | +275.1% |
| All | +693.0% | -100.0% | +793.0% | +706.9% |
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