+3.6%
VCIT vs VIVK
-100.0%
+103.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.7% | -0.1% |
| 7D | +0.1% | +13.1% | -13.0% | +0.1% |
| 30D | -0.8% | -29.7% | +28.9% | -0.7% |
| 3M | -0.5% | -93.0% | +92.4% | -0.2% |
| 6M | -1.4% | -98.0% | +96.6% | -1.0% |
| YTD | -0.8% | -97.8% | +97.0% | -0.5% |
| 1Y | +0.3% | -100.0% | +100.3% | +1.1% |
| 3Y | +19.2% | -100.0% | +119.2% | +19.9% |
| 5Y | +3.6% | -100.0% | +103.6% | +4.5% |
| All | +3.6% | -100.0% | +103.6% | +4.5% |
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