+24.4%
USB vs VIVK
-100.0%
+124.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.3% | +14.3% | +0.1% |
| 7D | -0.5% | -48.0% | +47.4% | 0.0% |
| 30D | +5.7% | -88.4% | +94.1% | +7.7% |
| 3M | -4.7% | -98.7% | +94.0% | -0.9% |
| 6M | +13.4% | -100.0% | +113.4% | +21.3% |
| YTD | +17.0% | -100.0% | +117.0% | +23.3% |
| 1Y | +32.4% | -100.0% | +132.4% | +44.8% |
| 3Y | +101.7% | -100.0% | +201.7% | +120.0% |
| 5Y | +24.4% | -100.0% | +124.4% | +39.4% |
| All | +24.4% | -100.0% | +124.4% | +39.4% |
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 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