-100.0%
VIVK vs VSH
+119.5%
-219.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.1% | -13.5% | -7.4% |
| 7D | -4.4% | +4.8% | -9.1% | -4.4% |
| 30D | -40.8% | -0.7% | -40.1% | -40.8% |
| 3M | -94.1% | -43.1% | -51.1% | -93.8% |
| 6M | -98.2% | +91.8% | -190.0% | -98.6% |
| YTD | -98.0% | +131.6% | -229.6% | -99.0% |
| 1Y | -100.0% | +118.1% | -218.0% | -100.0% |
| All | -100.0% | +119.5% | -219.5% | -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