-100.0%
VIVK vs ROIV
+298.2%
-398.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.8% | -7.1% | -6.4% |
| 7D | -7.9% | +22.3% | -30.2% | -10.1% |
| 30D | -42.0% | +16.9% | -58.8% | -43.0% |
| 3M | -92.5% | +43.9% | -136.4% | -92.8% |
| 6M | -98.0% | +41.6% | -139.6% | -98.1% |
| YTD | -97.9% | +92.7% | -190.6% | -98.1% |
| 1Y | -100.0% | +210.2% | -310.1% | -100.0% |
| 3Y | -100.0% | +231.8% | -331.8% | -100.0% |
| 5Y | -100.0% | +319.8% | -419.8% | -100.0% |
| All | -100.0% | +298.2% | -398.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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