+105.9%
USB vs VIVK
-100.0%
+205.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.7% | -9.0% | -1.4% |
| 7D | +2.1% | +13.1% | -11.0% | +2.0% |
| 30D | -2.3% | -29.7% | +27.4% | -2.1% |
| 3M | +13.9% | -93.0% | +106.8% | +15.4% |
| 6M | +21.6% | -98.0% | +119.6% | +23.7% |
| YTD | +19.3% | -97.8% | +117.1% | +20.7% |
| 1Y | +33.6% | -100.0% | +133.5% | +38.8% |
| 3Y | +97.7% | -100.0% | +197.7% | +104.0% |
| 5Y | +40.4% | -100.0% | +140.4% | +45.1% |
| 10Y | +105.9% | -100.0% | +205.9% | +106.5% |
| All | +105.9% | -100.0% | +205.9% | +106.5% |
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 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