+271.3%
VEA vs VIVK
-100.0%
+371.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | -2.1% | -9.5% | +7.4% | -2.1% |
| 30D | -1.1% | -35.1% | +34.1% | -1.0% |
| 3M | +5.1% | -93.4% | +98.4% | +5.2% |
| 6M | +9.8% | -98.0% | +107.8% | +9.9% |
| YTD | +15.9% | -97.9% | +113.8% | +16.0% |
| 1Y | +24.6% | -100.0% | +124.5% | +24.8% |
| 3Y | +75.5% | -100.0% | +175.5% | +75.9% |
| 5Y | +59.4% | -100.0% | +159.4% | +59.7% |
| 10Y | +160.3% | -100.0% | +260.3% | +160.7% |
| All | +271.3% | -100.0% | +371.3% | +277.2% |
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