+32.6%
USB vs VIVK
-100.0%
+132.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -22.8% | +22.4% | -0.3% |
| 7D | +1.4% | -56.0% | +57.4% | +1.4% |
| 30D | +6.4% | -92.3% | +98.7% | +6.5% |
| 3M | -4.5% | -98.6% | +94.2% | -4.7% |
| 6M | +11.4% | -99.9% | +111.3% | +10.5% |
| YTD | +17.1% | -100.0% | +117.0% | +16.3% |
| 1Y | +32.6% | -100.0% | +132.6% | +38.3% |
| All | +32.6% | -100.0% | +132.6% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling