-100.0%
VIVK vs FIVE
+486.0%
-586.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.7% | -3.6% | -6.0% |
| 7D | -7.9% | +1.7% | -9.6% | -8.1% |
| 30D | -42.0% | +5.0% | -47.0% | -42.4% |
| 3M | -92.5% | +29.5% | -122.0% | -92.8% |
| 6M | -98.0% | +12.4% | -110.4% | -98.0% |
| YTD | -97.9% | +31.2% | -129.1% | -98.0% |
| 1Y | -100.0% | +72.9% | -172.8% | -100.0% |
| 3Y | -100.0% | +53.0% | -153.0% | -100.0% |
| 5Y | -100.0% | +34.2% | -134.2% | -100.0% |
| 10Y | -100.0% | +497.6% | -597.6% | -100.0% |
| All | -100.0% | +486.0% | -586.0% | -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