+302.0%
TRV vs VIVK
-100.0%
+402.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.4% | +9.5% | +2.1% |
| 7D | +1.9% | -4.4% | +6.3% | +1.9% |
| 30D | +1.7% | -40.8% | +42.5% | +1.9% |
| 3M | +23.9% | -94.1% | +118.0% | +25.2% |
| 6M | +26.3% | -98.2% | +124.5% | +28.0% |
| YTD | +30.8% | -98.0% | +128.8% | +32.1% |
| 1Y | +36.3% | -100.0% | +136.3% | +40.4% |
| 3Y | +145.0% | -100.0% | +245.0% | +151.2% |
| 5Y | +163.9% | -100.0% | +263.9% | +170.8% |
| All | +302.0% | -100.0% | +402.0% | +301.0% |
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