-48.9%
TOST vs VIVK
-100.0%
+51.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -5.9% | -9.5% | +3.6% | -5.7% |
| 30D | -8.4% | -35.1% | +26.7% | -7.9% |
| 3M | +31.4% | -93.4% | +124.8% | +35.9% |
| 6M | +10.5% | -98.0% | +108.5% | +15.4% |
| YTD | -10.1% | -97.9% | +87.8% | -7.1% |
| 1Y | -19.9% | -100.0% | +80.0% | -12.1% |
| 3Y | +53.3% | -100.0% | +153.2% | +65.0% |
| All | -48.9% | -100.0% | +51.1% | -42.1% |
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