+2,291.0%
V vs VIVK
-100.0%
+2,391.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -12.3% | +11.4% | -1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | +2.0% | -43.6% | +45.6% | +2.0% |
| 3M | +17.4% | -95.1% | +112.5% | +17.8% |
| 6M | +17.5% | -98.2% | +115.7% | +18.0% |
| YTD | +7.6% | -97.9% | +105.5% | +7.9% |
| 1Y | +7.7% | -100.0% | +107.7% | +8.6% |
| 3Y | +54.7% | -100.0% | +154.6% | +55.7% |
| 5Y | +73.0% | -100.0% | +173.0% | +74.2% |
| 10Y | +390.9% | -100.0% | +490.8% | +388.8% |
| All | +2,291.0% | -100.0% | +2,391.0% | +2,161.9% |
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