-100.0%
VIVK vs VMC
+3.7%
-103.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +4.6% | -32.0% | -29.5% |
| 7D | -68.7% | +12.3% | -81.0% | -71.2% |
| 30D | -90.0% | +21.2% | -111.3% | -91.3% |
| 3M | -98.1% | +4.6% | -102.7% | -98.1% |
| 6M | -99.9% | +3.9% | -103.8% | -99.9% |
| YTD | -99.9% | +5.0% | -104.9% | -99.9% |
| 1Y | -100.0% | +2.6% | -102.6% | -100.0% |
| All | -100.0% | +3.7% | -103.7% | -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