-100.0%
VIVK vs VFC
-6.8%
-93.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.7% | -11.9% |
| 7D | -1.4% | -1.6% | +0.2% | -1.6% |
| 30D | -43.6% | -11.6% | -32.0% | -44.9% |
| 3M | -95.1% | -18.1% | -77.0% | -95.3% |
| 6M | -98.2% | -27.4% | -70.8% | -98.3% |
| YTD | -97.9% | -24.8% | -73.1% | -98.1% |
| 1Y | -100.0% | -8.2% | -91.8% | -100.0% |
| All | -100.0% | -6.8% | -93.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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