+41.9%
TMUS vs VIVK
-100.0%
+141.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.3% | +3.9% | -2.4% |
| 7D | -5.3% | -7.9% | +2.6% | -5.3% |
| 30D | +0.1% | -42.0% | +42.0% | +0.1% |
| 3M | -0.6% | -92.5% | +91.9% | -0.1% |
| 6M | -17.5% | -98.0% | +80.5% | -17.1% |
| YTD | -11.3% | -97.9% | +86.7% | -11.1% |
| 1Y | -25.4% | -100.0% | +74.6% | -23.9% |
| 3Y | +35.5% | -100.0% | +135.5% | +37.0% |
| 5Y | +41.9% | -100.0% | +141.9% | +41.5% |
| All | +41.9% | -100.0% | +141.9% | +41.5% |
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