+317.5%
TMUS vs VIVK
-100.0%
+417.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.4% | +10.3% | +2.9% |
| 7D | +0.4% | -4.4% | +4.8% | +0.5% |
| 30D | +3.5% | -40.8% | +44.3% | +3.7% |
| 3M | -1.3% | -94.1% | +92.8% | -0.5% |
| 6M | -13.6% | -98.2% | +84.6% | -12.8% |
| YTD | -8.8% | -98.0% | +89.3% | -8.2% |
| 1Y | -22.9% | -100.0% | +77.1% | -21.3% |
| 3Y | +36.7% | -100.0% | +136.7% | +39.0% |
| 5Y | +46.6% | -100.0% | +146.6% | +48.9% |
| All | +317.5% | -100.0% | +417.5% | +334.0% |
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