+404.6%
VIAV vs VIVK
-100.0%
+504.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.4% | +11.0% | +3.6% |
| 7D | +11.2% | -4.4% | +15.5% | +11.2% |
| 30D | -10.1% | -40.8% | +30.7% | -10.1% |
| 3M | -22.9% | -94.1% | +71.3% | -23.0% |
| 6M | +28.8% | -98.2% | +127.0% | +28.5% |
| YTD | +117.5% | -98.0% | +215.5% | +116.5% |
| 1Y | +216.1% | -100.0% | +316.0% | +216.7% |
| 3Y | +292.2% | -100.0% | +392.2% | +291.8% |
| 5Y | +141.0% | -100.0% | +241.0% | +140.9% |
| All | +404.6% | -100.0% | +504.6% | +388.7% |
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