+82.0%
SPY vs VIVK
-100.0%
+182.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.6% |
| 7D | -2.0% | -9.5% | +7.5% | -1.9% |
| 30D | -1.7% | -35.1% | +33.5% | -1.5% |
| 3M | +4.7% | -93.4% | +98.1% | +5.7% |
| 6M | +12.5% | -98.0% | +110.5% | +13.9% |
| YTD | +11.7% | -97.9% | +109.6% | +12.6% |
| 1Y | +17.5% | -100.0% | +117.4% | +20.8% |
| 3Y | +76.6% | -100.0% | +176.5% | +80.2% |
| 5Y | +82.0% | -100.0% | +182.0% | +85.4% |
| All | +82.0% | -100.0% | +182.0% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling