-100.0%
VIVK vs VCLT
-17.2%
-82.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -4.4% | -1.4% | -3.0% | -4.1% |
| 30D | -40.8% | -1.2% | -39.6% | -40.7% |
| 3M | -94.1% | -4.8% | -89.4% | -94.1% |
| 6M | -98.2% | -2.6% | -95.6% | -98.2% |
| YTD | -98.0% | -3.3% | -94.7% | -98.0% |
| 1Y | -100.0% | -4.8% | -95.1% | -100.0% |
| 3Y | -100.0% | +11.5% | -111.5% | -100.0% |
| All | -100.0% | -17.2% | -82.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling