-100.0%
VIVK vs VFC
-79.4%
-20.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.4% |
| 7D | -9.5% | -3.3% | -6.2% | -9.4% |
| 30D | -35.1% | -14.0% | -21.1% | -35.0% |
| 3M | -93.4% | -22.6% | -70.8% | -93.4% |
| 6M | -98.0% | -24.7% | -73.3% | -98.0% |
| YTD | -97.9% | -29.0% | -68.9% | -97.9% |
| 1Y | -100.0% | -13.8% | -86.2% | -100.0% |
| 3Y | -100.0% | -28.2% | -71.7% | -100.0% |
| 5Y | -100.0% | -79.0% | -21.0% | -100.0% |
| All | -100.0% | -79.4% | -20.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling