+228.2%
TER vs VIVK
-100.0%
+328.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.5% | +3.1% |
| 7D | +12.4% | -7.9% | +20.2% | +12.3% |
| 30D | +5.1% | -42.0% | +47.1% | +5.1% |
| 3M | +4.0% | -92.5% | +96.5% | +3.3% |
| 6M | +29.5% | -98.0% | +127.5% | +28.7% |
| YTD | +98.5% | -97.9% | +196.4% | +96.4% |
| 1Y | +234.1% | -100.0% | +334.1% | +232.6% |
| 3Y | +289.0% | -100.0% | +389.0% | +280.6% |
| 5Y | +228.2% | -100.0% | +328.2% | +229.9% |
| All | +228.2% | -100.0% | +328.2% | +229.9% |
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