+25.7%
USB vs VIVK
-100.0%
+125.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.5% | +8.3% | +0.9% |
| 7D | +2.6% | -57.7% | +60.3% | +3.4% |
| 30D | +8.4% | -87.3% | +95.7% | +10.3% |
| 3M | -5.5% | -98.9% | +93.4% | -1.6% |
| 6M | +17.7% | -100.0% | +117.7% | +25.9% |
| YTD | +17.6% | -100.0% | +117.5% | +24.1% |
| 1Y | +33.9% | -100.0% | +133.9% | +46.8% |
| 3Y | +103.8% | -100.0% | +203.8% | +122.5% |
| All | +25.7% | -100.0% | +125.7% | +41.3% |
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 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