+18.3%
HYG vs VIVK
-100.0%
+118.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | -0.7% | -4.4% | +3.7% | -0.7% |
| 30D | -0.7% | -40.8% | +40.1% | -0.6% |
| 3M | -0.2% | -94.1% | +93.9% | +0.3% |
| 6M | +1.4% | -98.2% | +99.6% | +2.0% |
| YTD | +1.5% | -98.0% | +99.5% | +1.9% |
| 1Y | +2.9% | -100.0% | +102.9% | +4.2% |
| 3Y | +25.6% | -100.0% | +125.6% | +26.9% |
| All | +18.3% | -100.0% | +118.3% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling