+98.0%
VCIT vs VIVK
-100.0%
+198.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.3% | +12.3% | 0.0% |
| 7D | -0.3% | -1.4% | +1.0% | -0.3% |
| 30D | -0.8% | -43.6% | +42.9% | -0.8% |
| 3M | -1.0% | -95.1% | +94.1% | -1.0% |
| 6M | -1.8% | -98.2% | +96.4% | -1.8% |
| YTD | -0.7% | -97.9% | +97.2% | -0.7% |
| 1Y | +1.0% | -100.0% | +101.0% | +1.1% |
| 3Y | +18.8% | -100.0% | +118.8% | +18.9% |
| 5Y | +3.5% | -100.0% | +103.5% | +3.6% |
| 10Y | +29.2% | -100.0% | +129.2% | +29.2% |
| All | +98.0% | -100.0% | +198.0% | +97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling