+306.7%
TPR vs VIVK
-100.0%
+406.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.1% | -3.3% |
| 7D | -7.3% | -7.9% | +0.6% | -7.3% |
| 30D | -30.7% | -42.0% | +11.2% | -30.6% |
| 3M | -21.6% | -92.5% | +70.9% | -21.1% |
| 6M | -21.3% | -98.0% | +76.7% | -20.6% |
| YTD | -10.2% | -97.9% | +87.7% | -9.6% |
| 1Y | +9.5% | -100.0% | +109.5% | +11.4% |
| 3Y | +280.8% | -100.0% | +380.8% | +285.9% |
| 5Y | +218.7% | -100.0% | +318.7% | +223.1% |
| 10Y | +306.7% | -100.0% | +406.7% | +302.3% |
| All | +306.7% | -100.0% | +406.7% | +302.3% |
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