+40.1%
VG vs VIVK
-100.0%
+140.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -23.6% | +25.9% | +2.7% |
| 7D | -8.3% | -44.2% | +35.9% | -7.7% |
| 30D | -10.3% | -90.0% | +79.7% | -8.7% |
| 3M | -10.8% | -98.0% | +87.2% | -8.2% |
| 6M | +3.5% | -99.9% | +103.4% | +8.3% |
| YTD | +74.0% | -99.9% | +173.9% | +74.4% |
| All | +40.1% | -100.0% | +140.1% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling