-100.0%
VIVK vs RVTY
+139.0%
-239.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.8% | +3.0% |
| 7D | -9.5% | -7.4% | -2.1% | -7.7% |
| 30D | -35.1% | +4.5% | -39.6% | -35.9% |
| 3M | -93.4% | +19.5% | -112.8% | -93.6% |
| 6M | -98.0% | +34.1% | -132.1% | -98.1% |
| YTD | -97.9% | +25.3% | -123.1% | -97.9% |
| 1Y | -100.0% | +47.0% | -147.0% | -100.0% |
| 3Y | -100.0% | +14.1% | -114.1% | -100.0% |
| 5Y | -100.0% | -34.6% | -65.4% | -100.0% |
| All | -100.0% | +139.0% | -239.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling