+600.8%
XYZ vs VIVK
-100.0%
+700.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.5% | -0.8% |
| 7D | -3.7% | -7.9% | +4.2% | -3.7% |
| 30D | +0.5% | -42.0% | +42.5% | +0.9% |
| 3M | +16.3% | -92.5% | +108.8% | +17.8% |
| 6M | +21.1% | -98.0% | +119.2% | +23.4% |
| YTD | +22.0% | -97.9% | +119.9% | +23.8% |
| 1Y | +5.2% | -100.0% | +105.1% | +8.9% |
| 3Y | +49.6% | -100.0% | +149.6% | +53.7% |
| 5Y | -68.4% | -100.0% | +31.6% | -67.5% |
| All | +600.8% | -100.0% | +700.8% | +625.7% |
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