-100.0%
VIVK vs VMC
-8.5%
-91.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.2% | -12.9% |
| 7D | -1.4% | -4.3% | +2.9% | +1.4% |
| 30D | -43.6% | -8.2% | -35.4% | -40.5% |
| 3M | -95.1% | -7.0% | -88.1% | -94.9% |
| 6M | -98.2% | -10.8% | -87.4% | -98.0% |
| YTD | -97.9% | -7.4% | -90.5% | -97.6% |
| 1Y | -100.0% | -9.5% | -90.5% | -100.0% |
| All | -100.0% | -8.5% | -91.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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