+70.3%
T vs VIVK
-100.0%
+170.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.4% | +2.0% |
| 7D | +1.5% | -4.4% | +5.9% | +1.5% |
| 30D | +7.5% | -40.8% | +48.3% | +7.6% |
| 3M | +14.8% | -94.1% | +109.0% | +15.2% |
| 6M | -1.7% | -98.2% | +96.4% | -1.3% |
| YTD | +8.7% | -98.0% | +106.7% | +9.1% |
| 1Y | -7.5% | -100.0% | +92.5% | -6.9% |
| 3Y | +110.2% | -100.0% | +210.2% | +111.4% |
| 5Y | +71.6% | -100.0% | +171.6% | +72.7% |
| All | +70.3% | -100.0% | +170.3% | +74.4% |
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 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