+917.0%
SPY vs VIVK
-100.0%
+1,017.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.1% | -0.4% |
| 7D | +2.6% | -57.7% | +60.3% | +2.6% |
| 30D | -2.0% | -87.3% | +85.3% | -1.9% |
| 3M | -2.8% | -98.9% | +96.1% | -2.6% |
| 6M | +2.1% | -100.0% | +102.1% | +2.5% |
| YTD | +11.5% | -100.0% | +111.5% | +11.8% |
| 1Y | +13.5% | -100.0% | +113.5% | +13.9% |
| 3Y | +77.7% | -100.0% | +177.7% | +78.4% |
| 5Y | +72.6% | -100.0% | +172.6% | +73.3% |
| 10Y | +308.2% | -100.0% | +408.2% | +309.3% |
| All | +917.0% | -100.0% | +1,017.0% | +928.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling