-39.3%
VG vs VIVK
-100.0%
+60.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.3% | +11.9% | -0.2% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | +16.0% | -43.6% | +59.6% | +16.9% |
| 3M | +9.7% | -95.1% | +104.9% | +13.9% |
| 6M | +29.6% | -98.2% | +127.8% | +34.6% |
| YTD | +112.0% | -97.9% | +209.9% | +113.8% |
| 1Y | +12.8% | -100.0% | +112.8% | +25.8% |
| All | -39.3% | -100.0% | +60.6% | -31.0% |
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 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