+32.4%
USB vs VIVK
-100.0%
+132.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.3% | +14.3% | -0.1% |
| 7D | -0.5% | -48.0% | +47.4% | -0.5% |
| 30D | +5.7% | -88.4% | +94.1% | +5.8% |
| 3M | -4.7% | -98.7% | +94.0% | -4.9% |
| 6M | +13.4% | -100.0% | +113.4% | +12.5% |
| YTD | +17.0% | -100.0% | +117.0% | +16.2% |
| 1Y | +32.4% | -100.0% | +132.4% | +34.3% |
| All | +32.4% | -100.0% | +132.4% | +34.3% |
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