-100.0%
VIVK vs VO
+704.4%
-804.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.2% | +7.8% |
| 7D | +13.1% | +0.6% | +12.4% | +12.8% |
| 30D | -29.7% | -1.1% | -28.6% | -29.4% |
| 3M | -93.0% | +4.5% | -97.5% | -93.1% |
| 6M | -98.0% | +11.1% | -109.0% | -98.0% |
| YTD | -97.8% | +13.5% | -111.3% | -97.9% |
| 1Y | -100.0% | +14.5% | -114.5% | -100.0% |
| 3Y | -100.0% | +58.1% | -158.1% | -100.0% |
| 5Y | -100.0% | +43.3% | -143.3% | -100.0% |
| 10Y | -100.0% | +193.2% | -293.2% | -100.0% |
| All | -100.0% | +704.4% | -804.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling