-100.0%
VIVK vs VFC
+100.1%
-200.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.2% | -10.7% | -7.5% |
| 7D | -57.7% | +1.6% | -59.3% | -57.7% |
| 30D | -87.3% | +25.5% | -112.8% | -87.3% |
| 3M | -98.9% | +41.3% | -140.2% | -98.9% |
| 6M | -100.0% | +22.2% | -122.2% | -100.0% |
| 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% |
| 5Y | -100.0% | -68.2% | -31.8% | -100.0% |
| 10Y | -100.0% | -48.4% | -51.6% | -100.0% |
| All | -100.0% | +100.1% | -200.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling