-44.1%
VG vs VIVK
-100.0%
+55.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -9.6% | +14.3% | +4.9% |
| 7D | +15.1% | -38.6% | +53.8% | +15.8% |
| 30D | -4.2% | -87.7% | +83.5% | -1.4% |
| 3M | -3.1% | -98.9% | +95.8% | +2.7% |
| 6M | +0.3% | -100.0% | +100.3% | +10.6% |
| YTD | +95.5% | -100.0% | +195.4% | +107.6% |
| 1Y | +64.4% | -100.0% | +164.4% | +87.9% |
| All | -44.1% | -100.0% | +55.9% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling