+2,619.2%
V vs VIVK
-100.0%
+2,719.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.5% | +8.8% | +1.3% |
| 7D | +0.9% | -57.7% | +58.6% | +1.0% |
| 30D | +9.0% | -87.3% | +96.2% | +9.2% |
| 3M | +16.7% | -98.9% | +115.6% | +17.4% |
| 6M | +33.4% | -100.0% | +133.4% | +34.7% |
| YTD | +22.4% | -100.0% | +122.3% | +23.3% |
| 1Y | +27.7% | -100.0% | +127.7% | +29.2% |
| 3Y | +78.0% | -100.0% | +178.0% | +80.0% |
| 5Y | +108.5% | -100.0% | +208.5% | +111.1% |
| 10Y | +459.0% | -100.0% | +559.0% | +459.8% |
| All | +2,619.2% | -100.0% | +2,719.2% | +2,485.8% |
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 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