-100.0%
VIVK vs VSXY
+33.4%
-133.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +2.7% |
| 7D | -9.5% | -0.3% | -9.1% | -9.4% |
| 30D | -35.1% | -22.1% | -13.1% | -33.8% |
| 3M | -93.4% | -1.1% | -92.2% | -93.4% |
| 6M | -98.0% | +53.8% | -151.8% | -98.1% |
| YTD | -97.9% | +35.5% | -133.3% | -98.0% |
| 1Y | -100.0% | +186.0% | -286.0% | -100.0% |
| 3Y | -100.0% | +343.2% | -443.2% | -100.0% |
| 5Y | -100.0% | +19.0% | -119.0% | -100.0% |
| All | -100.0% | +33.4% | -133.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling