-100.0%
VIVK vs VFC
+50.0%
-150.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.2% | -10.7% | -6.9% |
| 7D | -57.7% | +1.6% | -59.3% | -57.5% |
| 30D | -87.3% | +25.5% | -112.8% | -86.7% |
| 3M | -98.9% | +41.3% | -140.2% | -98.8% |
| 6M | -100.0% | +22.2% | -122.2% | -99.9% |
| YTD | -100.0% | +16.4% | -116.4% | -100.0% |
| 1Y | -100.0% | +38.4% | -138.4% | -100.0% |
| 3Y | -100.0% | +56.2% | -156.2% | -100.0% |
| All | -100.0% | +50.0% | -150.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling