+59.9%
VEA vs VIVK
-100.0%
+159.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.1% |
| 7D | -1.5% | -4.4% | +2.9% | -1.4% |
| 30D | -0.8% | -40.8% | +40.0% | -0.6% |
| 3M | +2.5% | -94.1% | +96.6% | +3.8% |
| 6M | +11.1% | -98.2% | +109.3% | +13.0% |
| YTD | +17.2% | -98.0% | +115.2% | +18.6% |
| 1Y | +24.5% | -100.0% | +124.5% | +28.9% |
| 3Y | +75.4% | -100.0% | +175.4% | +80.1% |
| All | +59.9% | -100.0% | +159.9% | +62.7% |
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 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