+40.2%
TLT vs VIVK
-100.0%
+140.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.3% | +12.5% | +0.2% |
| 7D | -0.4% | -1.4% | +0.9% | -0.4% |
| 30D | -0.6% | -43.6% | +43.0% | -0.6% |
| 3M | -2.7% | -95.1% | +92.4% | -2.7% |
| 6M | -5.6% | -98.2% | +92.6% | -5.6% |
| YTD | -2.8% | -97.9% | +95.1% | -2.8% |
| 1Y | -1.4% | -100.0% | +98.5% | -1.4% |
| 3Y | -1.6% | -100.0% | +98.4% | -1.5% |
| 5Y | -33.8% | -100.0% | +66.2% | -33.8% |
| 10Y | -21.1% | -100.0% | +78.8% | -21.2% |
| All | +40.2% | -100.0% | +140.2% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling