+67.7%
V vs VIVK
-100.0%
+167.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | -0.3% |
| 7D | -2.9% | -7.9% | +5.0% | -2.9% |
| 30D | +1.9% | -42.0% | +43.8% | +2.1% |
| 3M | +13.2% | -92.5% | +105.7% | +14.3% |
| 6M | +16.7% | -98.0% | +114.7% | +18.2% |
| YTD | +5.4% | -97.9% | +103.3% | +6.2% |
| 1Y | +7.7% | -100.0% | +107.6% | +12.1% |
| 3Y | +52.0% | -100.0% | +152.0% | +56.1% |
| 5Y | +67.7% | -100.0% | +167.7% | +65.3% |
| All | +67.7% | -100.0% | +167.7% | +65.3% |
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