-100.0%
VIVK vs VYM
+682.0%
-782.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.8% |
| 7D | -4.4% | -0.8% | -3.6% | -4.0% |
| 30D | -40.8% | -2.2% | -38.6% | -40.0% |
| 3M | -94.1% | +3.1% | -97.2% | -94.3% |
| 6M | -98.2% | +9.7% | -107.9% | -98.3% |
| YTD | -98.0% | +14.9% | -112.9% | -98.2% |
| 1Y | -100.0% | +17.6% | -117.5% | -100.0% |
| 3Y | -100.0% | +65.3% | -165.3% | -100.0% |
| 5Y | -100.0% | +78.7% | -178.7% | -100.0% |
| 10Y | -100.0% | +208.2% | -308.2% | -100.0% |
| All | -100.0% | +682.0% | -782.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling