+123.9%
SBUX vs VIVK
-100.0%
+223.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.4% |
| 7D | -5.5% | -4.4% | -1.1% | -5.5% |
| 30D | -8.5% | -40.8% | +32.3% | -8.3% |
| 3M | -2.9% | -94.1% | +91.2% | -2.0% |
| 6M | -1.5% | -98.2% | +96.7% | -0.4% |
| YTD | +19.4% | -98.0% | +117.4% | +20.3% |
| 1Y | +22.9% | -100.0% | +122.9% | +25.5% |
| 3Y | +11.3% | -100.0% | +111.3% | +13.3% |
| 5Y | -6.9% | -100.0% | +93.1% | -5.1% |
| All | +123.9% | -100.0% | +223.9% | +123.5% |
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