-12.2%
VEEV vs VIVK
-100.0%
+87.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | -4.6% | -4.4% | -0.2% | -4.6% |
| 30D | +8.6% | -40.8% | +49.5% | +9.3% |
| 3M | +62.4% | -94.1% | +156.6% | +67.6% |
| 6M | +40.3% | -98.2% | +138.4% | +45.9% |
| YTD | +17.5% | -98.0% | +115.6% | +21.3% |
| 1Y | -6.1% | -100.0% | +93.9% | +1.4% |
| 3Y | +16.7% | -100.0% | +116.7% | +24.4% |
| All | -12.2% | -100.0% | +87.8% | -6.0% |
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