+378.1%
USB vs VIVK
-100.0%
+478.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.3% | +21.2% | -2.1% |
| 7D | -1.5% | -75.3% | +73.9% | -1.3% |
| 30D | +4.3% | -92.3% | +96.6% | +4.6% |
| 3M | -6.1% | -98.3% | +92.2% | -5.6% |
| 6M | +9.4% | -99.9% | +109.3% | +10.3% |
| YTD | +15.2% | -99.9% | +115.1% | +15.9% |
| 1Y | +32.8% | -100.0% | +132.7% | +34.0% |
| 3Y | +91.3% | -100.0% | +191.3% | +93.1% |
| 5Y | +22.7% | -100.0% | +122.7% | +23.9% |
| 10Y | +97.0% | -100.0% | +197.0% | +97.8% |
| All | +378.1% | -100.0% | +478.1% | +381.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling