+137.9%
VGT vs VIVK
-100.0%
+237.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.2% |
| 7D | -0.2% | -4.4% | +4.2% | -0.1% |
| 30D | -0.4% | -40.8% | +40.4% | -0.2% |
| 3M | +4.4% | -94.1% | +98.6% | +5.6% |
| 6M | +32.1% | -98.2% | +130.3% | +34.0% |
| YTD | +28.8% | -98.0% | +126.8% | +30.0% |
| 1Y | +35.3% | -100.0% | +135.3% | +39.5% |
| 3Y | +124.8% | -100.0% | +224.7% | +129.7% |
| All | +137.9% | -100.0% | +237.9% | +141.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling