-53.1%
TE vs VIVK
-100.0%
+46.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.0% | +0.7% |
| 7D | +0.2% | -4.4% | +4.6% | +0.2% |
| 30D | -5.9% | -40.8% | +34.9% | -5.7% |
| 3M | -45.6% | -94.1% | +48.6% | -44.5% |
| 6M | -43.4% | -98.2% | +54.8% | -42.1% |
| YTD | -31.0% | -98.0% | +67.0% | -30.5% |
| 1Y | +145.2% | -100.0% | +245.2% | +161.6% |
| 3Y | -24.1% | -100.0% | +75.9% | -19.9% |
| 5Y | -48.1% | -100.0% | +51.9% | -45.5% |
| All | -53.1% | -100.0% | +46.9% | -50.8% |
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