+995.4%
TER vs VIVK
-100.0%
+1,095.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.5% | +2.1% | -5.4% |
| 7D | +14.4% | -57.7% | +72.0% | +14.6% |
| 30D | -30.6% | -87.3% | +56.7% | -30.3% |
| 3M | -39.2% | -98.9% | +59.7% | -38.8% |
| 6M | -31.3% | -100.0% | +68.7% | -30.9% |
| YTD | +29.1% | -100.0% | +129.0% | +29.6% |
| 1Y | +47.4% | -100.0% | +147.4% | +48.8% |
| 3Y | +191.2% | -100.0% | +291.2% | +192.4% |
| 5Y | +74.0% | -100.0% | +174.0% | +75.2% |
| All | +995.4% | -100.0% | +1,095.4% | +1,056.6% |
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