+41.2%
USB vs VIVK
-100.0%
+141.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.3% | +12.1% | -0.1% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | -1.3% | -43.6% | +42.3% | -0.8% |
| 3M | +15.2% | -95.1% | +110.4% | +18.0% |
| 6M | +18.8% | -98.2% | +117.0% | +22.1% |
| YTD | +21.0% | -97.9% | +118.9% | +23.1% |
| 1Y | +34.0% | -100.0% | +134.0% | +44.1% |
| 3Y | +95.3% | -100.0% | +195.3% | +105.4% |
| All | +41.2% | -100.0% | +141.2% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling