-100.0%
VIVK vs VCLT
+11.3%
-111.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -9.5% | -1.3% | -8.2% | -9.2% |
| 30D | -35.1% | -1.1% | -34.0% | -35.0% |
| 3M | -93.4% | -3.7% | -89.7% | -93.3% |
| 6M | -98.0% | -4.0% | -94.0% | -98.0% |
| YTD | -97.9% | -3.4% | -94.5% | -97.8% |
| 1Y | -100.0% | -4.1% | -95.8% | -100.0% |
| All | -100.0% | +11.3% | -111.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling