-100.0%
VIVK vs VFC
-69.1%
-30.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.4% | -11.7% | -7.4% |
| 7D | -4.4% | -1.4% | -3.0% | -4.4% |
| 30D | -40.8% | -9.0% | -31.8% | -40.7% |
| 3M | -94.1% | -24.2% | -70.0% | -94.1% |
| 6M | -98.2% | -18.5% | -79.7% | -98.2% |
| YTD | -98.0% | -25.9% | -72.1% | -98.0% |
| 1Y | -100.0% | -13.0% | -87.0% | -100.0% |
| 3Y | -100.0% | -20.3% | -79.7% | -100.0% |
| 5Y | -100.0% | -78.1% | -21.9% | -100.0% |
| All | -100.0% | -69.1% | -30.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling