-51.4%
VG vs VIVK
-100.0%
+48.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +34.1% | -34.0% | -0.6% |
| 7D | -22.0% | -42.9% | +20.9% | -21.4% |
| 30D | -11.6% | -88.6% | +76.9% | -9.3% |
| 3M | -14.9% | -97.7% | +82.8% | -10.8% |
| 6M | -3.5% | -99.9% | +96.4% | +5.1% |
| YTD | +70.0% | -99.9% | +169.9% | +78.2% |
| 1Y | +50.0% | -100.0% | +150.0% | +68.6% |
| All | -51.4% | -100.0% | +48.6% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling