-100.0%
VIVK vs RVTY
+692.3%
-792.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.4% | +10.1% | +8.0% |
| 7D | +13.1% | +0.4% | +12.7% | +13.0% |
| 30D | -29.7% | +10.8% | -40.5% | -30.7% |
| 3M | -93.0% | +26.8% | -119.7% | -93.2% |
| 6M | -98.0% | +39.3% | -137.3% | -98.0% |
| YTD | -97.8% | +31.6% | -129.4% | -97.8% |
| 1Y | -100.0% | +47.7% | -147.7% | -100.0% |
| 3Y | -100.0% | +19.9% | -119.9% | -100.0% |
| 5Y | -100.0% | -32.3% | -67.6% | -100.0% |
| 10Y | -100.0% | +138.4% | -238.4% | -100.0% |
| All | -100.0% | +692.3% | -792.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RVTY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling