+562.3%
SE vs VIVK
-100.0%
+662.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.0% |
| 7D | -4.8% | -9.5% | +4.7% | -4.7% |
| 30D | -18.1% | -35.1% | +17.0% | -17.7% |
| 3M | +30.6% | -93.4% | +124.0% | +34.2% |
| 6M | +20.8% | -98.0% | +118.7% | +24.9% |
| YTD | -15.6% | -97.9% | +82.3% | -13.4% |
| 1Y | -44.2% | -100.0% | +55.8% | -40.2% |
| 3Y | +181.5% | -100.0% | +281.5% | +196.6% |
| 5Y | -66.9% | -100.0% | +33.1% | -64.9% |
| All | +562.3% | -100.0% | +662.3% | +608.6% |
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