-100.0%
VIVK vs RBA
+195.3%
-295.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | -9.5% | -3.3% | -6.2% | -8.8% |
| 30D | -35.1% | -9.8% | -25.3% | -33.6% |
| 3M | -93.4% | -23.5% | -69.9% | -92.9% |
| 6M | -98.0% | -21.5% | -76.5% | -97.9% |
| YTD | -97.9% | -21.2% | -76.7% | -97.7% |
| 1Y | -100.0% | -30.2% | -69.8% | -100.0% |
| 3Y | -100.0% | +25.3% | -125.3% | -100.0% |
| 5Y | -100.0% | +35.1% | -135.1% | -100.0% |
| All | -100.0% | +195.3% | -295.2% | -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