+193.8%
VLO vs VIVK
-100.0%
+293.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +1.7% |
| 7D | +6.2% | -7.9% | +14.1% | +6.3% |
| 30D | +23.5% | -42.0% | +65.5% | +24.3% |
| 3M | +53.9% | -92.5% | +146.4% | +57.7% |
| 6M | +81.7% | -98.0% | +179.7% | +87.9% |
| YTD | +142.5% | -97.9% | +240.4% | +147.7% |
| 1Y | +145.4% | -100.0% | +245.4% | +165.1% |
| All | +193.8% | -100.0% | +293.8% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling