+237.8%
TMUS vs VIVK
-100.0%
+337.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | -0.6% |
| 7D | +4.9% | -57.7% | +62.6% | +5.1% |
| 30D | +7.7% | -87.3% | +95.0% | +8.1% |
| 3M | -6.8% | -98.9% | +92.1% | -5.8% |
| 6M | -9.7% | -100.0% | +90.3% | -7.9% |
| YTD | -15.0% | -100.0% | +85.0% | -13.7% |
| 1Y | -19.1% | -100.0% | +80.9% | -17.0% |
| 3Y | +21.4% | -100.0% | +121.4% | +24.4% |
| 5Y | +51.2% | -100.0% | +151.2% | +55.0% |
| All | +237.8% | -100.0% | +337.8% | +271.7% |
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 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