-100.0%
VIVK vs VCLT
-3.2%
-96.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.0% | -28.5% | -27.1% |
| 7D | -68.7% | +0.4% | -69.1% | -68.5% |
| 30D | -90.0% | +3.9% | -94.0% | -89.7% |
| 3M | -98.1% | -1.9% | -96.1% | -98.1% |
| 6M | -99.9% | -2.6% | -97.3% | -99.9% |
| YTD | -99.9% | -3.1% | -96.8% | -99.9% |
| 1Y | -100.0% | -3.6% | -96.4% | -100.0% |
| All | -100.0% | -3.2% | -96.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling