-100.0%
VIVS vs VT
+344.7%
-444.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.3% |
| 7D | -6.7% | -2.3% | -4.3% | -3.9% |
| 30D | -26.3% | -5.0% | -21.4% | -21.3% |
| 3M | -57.6% | -4.9% | -52.7% | -54.5% |
| 6M | -90.1% | -1.5% | -88.5% | -89.6% |
| YTD | -92.3% | +8.5% | -100.7% | -92.8% |
| 1Y | -93.6% | +11.4% | -105.0% | -94.2% |
| 3Y | -99.2% | +70.1% | -169.3% | -99.6% |
| 5Y | -99.8% | +53.7% | -153.5% | -99.9% |
| 10Y | -100.0% | +220.0% | -319.9% | -100.0% |
| All | -100.0% | +344.7% | -444.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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