+96.1%
VCIT vs VIVK
-100.0%
+196.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +34.1% | -34.2% | -0.1% |
| 7D | +0.1% | -42.9% | +43.0% | +0.1% |
| 30D | +1.9% | -88.6% | +90.5% | +1.9% |
| 3M | -1.4% | -97.7% | +96.2% | -1.4% |
| 6M | -2.1% | -99.9% | +97.8% | -2.0% |
| YTD | -1.6% | -99.9% | +98.3% | -1.6% |
| 1Y | -0.9% | -100.0% | +99.1% | -0.8% |
| 3Y | +20.0% | -100.0% | +120.0% | +20.1% |
| 5Y | +3.1% | -100.0% | +103.1% | +3.3% |
| 10Y | +28.7% | -100.0% | +128.7% | +28.8% |
| All | +96.1% | -100.0% | +196.1% | +95.7% |
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