+91.7%
USB vs VIVK
-100.0%
+191.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +34.1% | -34.6% | -0.7% |
| 7D | 0.0% | -42.9% | +42.9% | +0.3% |
| 30D | +5.8% | -88.6% | +94.4% | +7.1% |
| 3M | -6.0% | -97.7% | +91.7% | -3.9% |
| 6M | +7.8% | -99.9% | +107.7% | +11.9% |
| YTD | +14.6% | -99.9% | +114.5% | +18.1% |
| 1Y | +31.8% | -100.0% | +131.8% | +38.1% |
| 3Y | +91.5% | -100.0% | +191.5% | +101.2% |
| 5Y | +22.0% | -100.0% | +122.0% | +28.6% |
| All | +91.7% | -100.0% | +191.7% | +101.4% |
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