+89.2%
USB vs VIVK
-100.0%
+189.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -23.6% | +26.1% | +2.7% |
| 7D | +0.8% | -44.2% | +45.0% | +1.1% |
| 30D | +6.8% | -90.0% | +96.8% | +8.1% |
| 3M | -3.8% | -98.0% | +94.2% | -1.6% |
| 6M | +11.7% | -99.9% | +111.7% | +16.3% |
| YTD | +17.5% | -99.9% | +117.4% | +21.3% |
| 1Y | +33.8% | -100.0% | +133.8% | +40.5% |
| 3Y | +104.2% | -100.0% | +204.2% | +114.6% |
| 5Y | +26.4% | -100.0% | +126.4% | +33.4% |
| 10Y | +89.2% | -100.0% | +189.2% | +99.2% |
| All | +89.2% | -100.0% | +189.2% | +99.2% |
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