+852.9%
VIAV vs VIVK
-100.0%
+952.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -7.0% | -4.5% |
| 7D | +11.2% | -9.5% | +20.7% | +11.2% |
| 30D | -2.6% | -35.1% | +32.5% | -2.6% |
| 3M | -20.1% | -93.4% | +73.2% | -20.2% |
| 6M | +25.8% | -98.0% | +123.8% | +25.7% |
| YTD | +109.9% | -97.9% | +207.7% | +109.7% |
| 1Y | +214.3% | -100.0% | +314.3% | +214.0% |
| 3Y | +281.6% | -100.0% | +381.6% | +281.3% |
| 5Y | +132.6% | -100.0% | +232.6% | +132.4% |
| 10Y | +396.7% | -100.0% | +496.7% | +397.4% |
| All | +852.9% | -100.0% | +952.9% | +817.1% |
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