+609.6%
VLO vs VIVK
-100.0%
+709.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | +4.0% | -9.5% | +13.4% | +4.1% |
| 30D | +19.0% | -35.1% | +54.1% | +19.8% |
| 3M | +50.0% | -93.4% | +143.3% | +55.7% |
| 6M | +79.1% | -98.0% | +177.1% | +87.7% |
| YTD | +140.3% | -97.9% | +238.1% | +148.0% |
| 1Y | +148.3% | -100.0% | +248.3% | +174.6% |
| 3Y | +194.6% | -100.0% | +294.6% | +220.3% |
| 5Y | +609.6% | -100.0% | +709.6% | +694.6% |
| All | +609.6% | -100.0% | +709.6% | +694.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling