-100.0%
VIVK vs FIVE
+535.9%
-635.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -1.1% | -13.2% | -14.2% |
| 7D | -48.0% | -0.5% | -47.5% | -48.0% |
| 30D | -88.4% | +17.4% | -105.8% | -88.7% |
| 3M | -98.7% | +7.0% | -105.8% | -98.7% |
| 6M | -100.0% | +20.5% | -120.4% | -100.0% |
| YTD | -100.0% | +33.1% | -133.1% | -100.0% |
| 1Y | -100.0% | +67.1% | -167.1% | -100.0% |
| 3Y | -100.0% | +41.9% | -141.9% | -100.0% |
| 5Y | -100.0% | +21.1% | -121.1% | -100.0% |
| 10Y | -100.0% | +518.8% | -618.8% | -100.0% |
| All | -100.0% | +535.9% | -635.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling