+3,865.0%
VLO vs VIVK
-100.0%
+3,965.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.7% | -4.4% | +3.3% |
| 7D | +5.8% | +13.1% | -7.3% | +5.7% |
| 30D | +28.3% | -29.7% | +58.0% | +28.4% |
| 3M | +48.7% | -93.0% | +141.7% | +49.3% |
| 6M | +71.9% | -98.0% | +169.9% | +72.7% |
| YTD | +138.7% | -97.8% | +236.4% | +139.5% |
| 1Y | +148.5% | -100.0% | +248.4% | +150.6% |
| 3Y | +192.7% | -100.0% | +292.6% | +194.9% |
| 5Y | +601.6% | -100.0% | +701.6% | +607.1% |
| 10Y | +900.2% | -100.0% | +1,000.2% | +898.7% |
| All | +3,865.0% | -100.0% | +3,965.0% | +3,540.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIVK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling