-100.0%
VIVK vs RVTY
-34.2%
-65.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.5% | -3.8% | -5.5% |
| 7D | -7.9% | -5.4% | -2.5% | -6.2% |
| 30D | -42.0% | +6.7% | -48.7% | -43.2% |
| 3M | -92.5% | +19.0% | -111.5% | -92.8% |
| 6M | -98.0% | +34.6% | -132.7% | -98.2% |
| YTD | -97.9% | +28.3% | -126.2% | -98.0% |
| 1Y | -100.0% | +46.0% | -146.0% | -100.0% |
| 3Y | -100.0% | +16.9% | -116.9% | -100.0% |
| 5Y | -100.0% | -32.9% | -67.1% | -100.0% |
| All | -100.0% | -34.2% | -65.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling