+363.5%
SE vs VIVK
-100.0%
+463.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.6% | +1.2% |
| 7D | -0.5% | -57.7% | +57.2% | +0.5% |
| 30D | -20.9% | -87.3% | +66.3% | -19.2% |
| 3M | -38.9% | -98.9% | +60.0% | -35.9% |
| 6M | -19.4% | -100.0% | +80.5% | -12.7% |
| YTD | -40.9% | -100.0% | +59.0% | -36.7% |
| 1Y | -46.2% | -100.0% | +53.8% | -40.6% |
| 3Y | +63.7% | -100.0% | +163.7% | +79.4% |
| 5Y | -77.9% | -100.0% | +22.1% | -75.5% |
| All | +363.5% | -100.0% | +463.5% | +417.9% |
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 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