+155.2%
W vs VIVK
-100.0%
+255.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.2% |
| 7D | -0.9% | -4.4% | +3.5% | -0.8% |
| 30D | -4.2% | -40.8% | +36.6% | -3.8% |
| 3M | +26.9% | -94.1% | +121.0% | +29.7% |
| 6M | +31.2% | -98.2% | +129.4% | +34.9% |
| YTD | -1.8% | -98.0% | +96.2% | 0.0% |
| 1Y | +9.3% | -100.0% | +109.3% | +16.0% |
| 3Y | +33.2% | -100.0% | +133.2% | +39.7% |
| 5Y | -62.4% | -100.0% | +37.6% | -60.5% |
| All | +155.2% | -100.0% | +255.2% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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