+601.8%
VEEV vs VIVK
-100.0%
+701.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.5% |
| 7D | -7.1% | -7.9% | +0.8% | -7.1% |
| 30D | +11.1% | -42.0% | +53.1% | +11.4% |
| 3M | +55.5% | -92.5% | +148.0% | +57.1% |
| 6M | +33.4% | -98.0% | +131.4% | +35.3% |
| YTD | +16.8% | -97.9% | +114.7% | +18.2% |
| 1Y | -7.7% | -100.0% | +92.2% | -5.3% |
| 3Y | +18.4% | -100.0% | +118.4% | +21.1% |
| 5Y | -14.8% | -100.0% | +85.2% | -12.8% |
| 10Y | +546.5% | -100.0% | +646.5% | +545.7% |
| All | +601.8% | -100.0% | +701.8% | +560.3% |
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