-100.0%
VIVK vs RVTY
+145.6%
-245.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.8% | -10.2% | -8.1% |
| 7D | -4.4% | -4.5% | +0.2% | -3.3% |
| 30D | -40.8% | +5.5% | -46.3% | -41.7% |
| 3M | -94.1% | +22.5% | -116.7% | -94.4% |
| 6M | -98.2% | +38.9% | -137.1% | -98.3% |
| YTD | -98.0% | +28.7% | -126.8% | -98.1% |
| 1Y | -100.0% | +45.5% | -145.5% | -100.0% |
| 3Y | -100.0% | +16.4% | -116.4% | -100.0% |
| 5Y | -100.0% | -32.7% | -67.3% | -100.0% |
| All | -100.0% | +145.6% | -245.6% | -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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling