-99.9%
VIVS vs VT
+372.8%
-472.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | +0.4% | -3.9% | -3.9% |
| 30D | -22.2% | +1.0% | -23.2% | -22.7% |
| 3M | -79.3% | +2.4% | -81.6% | -79.4% |
| 6M | -85.0% | +12.0% | -97.0% | -86.6% |
| YTD | -84.5% | +15.3% | -99.9% | -86.7% |
| 1Y | -87.6% | +22.6% | -110.2% | -90.1% |
| 3Y | -97.9% | +74.7% | -172.6% | -98.9% |
| 5Y | -99.7% | +66.1% | -165.8% | -99.8% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -99.9% | +372.8% | -472.7% | -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