-100.0%
VIVK vs VIG
+689.7%
-789.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.2% |
| 7D | -7.9% | -1.2% | -6.7% | -7.5% |
| 30D | -42.0% | -2.8% | -39.1% | -41.3% |
| 3M | -92.5% | +2.5% | -95.0% | -92.6% |
| 6M | -98.0% | +8.1% | -106.1% | -98.1% |
| YTD | -97.9% | +9.6% | -107.5% | -98.0% |
| 1Y | -100.0% | +14.2% | -114.1% | -100.0% |
| 3Y | -100.0% | +56.1% | -156.1% | -100.0% |
| 5Y | -100.0% | +62.8% | -162.8% | -100.0% |
| 10Y | -100.0% | +248.2% | -348.2% | -100.0% |
| All | -100.0% | +689.7% | -789.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling