-100.0%
VIVK vs RBA
+207.2%
-307.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.9% | -8.4% | -7.7% |
| 7D | -57.7% | +1.7% | -59.4% | -57.9% |
| 30D | -87.3% | +8.3% | -95.6% | -87.6% |
| 3M | -98.9% | +10.5% | -109.5% | -98.9% |
| 6M | -100.0% | -5.9% | -94.1% | -100.0% |
| YTD | -100.0% | -6.9% | -93.1% | -100.0% |
| 1Y | -100.0% | -4.9% | -95.1% | -100.0% |
| 3Y | -100.0% | +64.5% | -164.5% | -100.0% |
| 5Y | -100.0% | +46.1% | -146.1% | -100.0% |
| All | -100.0% | +207.2% | -307.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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