+314.7%
SPY vs VIVK
-100.0%
+414.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.2% | +0.9% |
| 7D | -0.8% | -4.4% | +3.6% | -0.8% |
| 30D | -1.1% | -40.8% | +39.8% | -0.9% |
| 3M | +3.9% | -94.1% | +98.0% | +4.8% |
| 6M | +13.6% | -98.2% | +111.8% | +14.9% |
| YTD | +12.7% | -98.0% | +110.7% | +13.6% |
| 1Y | +17.5% | -100.0% | +117.5% | +20.1% |
| 3Y | +76.9% | -100.0% | +176.9% | +80.2% |
| 5Y | +83.6% | -100.0% | +183.6% | +87.0% |
| All | +314.7% | -100.0% | +414.7% | +316.3% |
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