-100.0%
VIVK vs VIG
+13.0%
-113.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -8.3% |
| 7D | -4.4% | -1.1% | -3.3% | -3.1% |
| 30D | -40.8% | -2.7% | -38.1% | -38.5% |
| 3M | -94.1% | +2.5% | -96.7% | -94.4% |
| 6M | -98.2% | +9.2% | -107.4% | -98.6% |
| YTD | -98.0% | +9.8% | -107.8% | -98.5% |
| 1Y | -100.0% | +12.4% | -112.4% | -100.0% |
| All | -100.0% | +13.0% | -113.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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