+101.8%
USB vs VIVK
-100.0%
+201.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -22.8% | +22.4% | -0.2% |
| 7D | +1.4% | -56.0% | +57.4% | +1.8% |
| 30D | +6.4% | -92.3% | +98.7% | +7.7% |
| 3M | -4.5% | -98.6% | +94.2% | -2.6% |
| 6M | +11.4% | -99.9% | +111.3% | +15.2% |
| YTD | +17.1% | -100.0% | +117.0% | +19.9% |
| 1Y | +32.6% | -100.0% | +132.6% | +39.7% |
| 3Y | +101.8% | -100.0% | +201.8% | +110.1% |
| All | +101.8% | -100.0% | +201.8% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling