+0.2%
VCIT vs VIVK
-100.0%
+100.2%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.2% | -0.2% |
| 7D | -0.2% | -7.9% | +7.7% | -0.2% |
| 30D | -0.5% | -42.0% | +41.4% | -0.5% |
| 3M | -0.9% | -92.5% | +91.6% | -0.8% |
| 6M | -1.9% | -98.0% | +96.1% | -1.7% |
| YTD | -1.0% | -97.9% | +96.9% | -0.8% |
| 1Y | +0.2% | -100.0% | +100.2% | +0.1% |
| All | +0.2% | -100.0% | +100.2% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling