-100.0%
VIVK vs VMC
+495.6%
-595.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.3% | -3.1% | -5.9% |
| 7D | -7.9% | -5.3% | -2.6% | -7.3% |
| 30D | -42.0% | -12.3% | -29.7% | -41.0% |
| 3M | -92.5% | -10.3% | -82.2% | -92.4% |
| 6M | -98.0% | -8.6% | -89.4% | -98.0% |
| YTD | -97.9% | -11.9% | -86.0% | -97.9% |
| 1Y | -100.0% | -13.9% | -86.1% | -100.0% |
| 3Y | -100.0% | +18.2% | -118.1% | -100.0% |
| 5Y | -100.0% | +47.7% | -147.7% | -100.0% |
| 10Y | -100.0% | +152.5% | -252.5% | -100.0% |
| All | -100.0% | +495.6% | -595.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling