-100.0%
VIVK vs VSXY
+22.6%
-122.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.1% | -10.5% | -7.7% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -40.8% | -18.7% | -22.1% | -39.8% |
| 3M | -94.1% | -4.0% | -90.2% | -94.2% |
| 6M | -98.2% | +67.5% | -165.7% | -98.3% |
| YTD | -98.0% | +39.7% | -137.7% | -98.1% |
| 1Y | -100.0% | +180.0% | -279.9% | -100.0% |
| 3Y | -100.0% | +337.3% | -437.3% | -100.0% |
| All | -100.0% | +22.6% | -122.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling