-100.0%
VIVK vs VSH
+118.1%
-218.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.4% | -16.8% | -12.4% |
| 7D | -1.4% | +4.1% | -5.4% | -1.5% |
| 30D | -43.6% | -4.2% | -39.5% | -43.7% |
| 3M | -95.1% | -50.0% | -45.2% | -94.7% |
| 6M | -98.2% | +80.2% | -178.4% | -98.6% |
| YTD | -97.9% | +121.1% | -219.0% | -98.9% |
| 1Y | -100.0% | +112.0% | -212.0% | -100.0% |
| All | -100.0% | +118.1% | -218.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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