-100.0%
VIVK vs VO
+200.3%
-300.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.8% | -8.2% | -7.8% |
| 7D | -4.4% | -1.5% | -2.9% | -3.7% |
| 30D | -40.8% | -3.0% | -37.8% | -39.8% |
| 3M | -94.1% | +2.8% | -97.0% | -94.2% |
| 6M | -98.2% | +10.9% | -109.1% | -98.3% |
| YTD | -98.0% | +12.5% | -110.5% | -98.1% |
| 1Y | -100.0% | +12.0% | -111.9% | -100.0% |
| 3Y | -100.0% | +56.3% | -156.3% | -100.0% |
| 5Y | -100.0% | +42.9% | -142.9% | -100.0% |
| All | -100.0% | +200.3% | -300.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling