+31.2%
VCIT vs VIVK
-100.0%
+131.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.3% | -0.2% |
| 7D | -1.4% | -57.7% | +56.2% | -1.4% |
| 30D | +0.6% | -87.3% | +87.8% | +0.7% |
| 3M | -2.2% | -98.9% | +96.7% | -1.9% |
| 6M | -2.3% | -100.0% | +97.6% | -1.8% |
| YTD | -2.2% | -100.0% | +97.8% | -1.8% |
| 1Y | -1.4% | -100.0% | +98.6% | -0.7% |
| 3Y | +18.7% | -100.0% | +118.7% | +19.5% |
| 5Y | +3.6% | -100.0% | +103.6% | +4.3% |
| All | +31.2% | -100.0% | +131.2% | +32.2% |
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