-100.0%
VIVK vs VYM
+17.8%
-117.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -3.3% | -20.0% | -16.8% |
| 7D | -75.3% | -3.0% | -72.3% | -73.2% |
| 30D | -92.3% | +0.9% | -93.2% | -92.1% |
| 3M | -98.3% | -2.7% | -95.6% | -98.2% |
| 6M | -99.9% | +3.4% | -103.4% | -99.9% |
| YTD | -99.9% | +13.3% | -113.3% | -100.0% |
| 1Y | -100.0% | +17.0% | -117.0% | -100.0% |
| All | -100.0% | +17.8% | -117.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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