-12.6%
TLT vs VIVK
-100.0%
+87.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.5% | +7.1% | -0.4% |
| 7D | -3.1% | -57.7% | +54.6% | -3.1% |
| 30D | +1.0% | -87.3% | +88.3% | +1.0% |
| 3M | -2.7% | -98.9% | +96.2% | -2.7% |
| 6M | -4.1% | -100.0% | +95.8% | -4.1% |
| YTD | -5.4% | -100.0% | +94.6% | -5.3% |
| 1Y | -7.0% | -100.0% | +93.0% | -7.0% |
| 3Y | +2.8% | -100.0% | +102.8% | +2.8% |
| 5Y | -35.4% | -100.0% | +64.6% | -35.4% |
| All | -12.6% | -100.0% | +87.4% | -11.1% |
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 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