+3,833.8%
VLO vs VIVK
-100.0%
+3,933.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.5% | +8.8% | +1.3% |
| 7D | +9.6% | -57.7% | +67.3% | +9.8% |
| 30D | -17.4% | -87.3% | +69.9% | -17.2% |
| 3M | +10.8% | -98.9% | +109.7% | +11.5% |
| 6M | +56.9% | -100.0% | +156.9% | +58.7% |
| YTD | +136.8% | -100.0% | +236.7% | +139.0% |
| 1Y | +120.7% | -100.0% | +220.7% | +123.6% |
| 3Y | +231.9% | -100.0% | +331.9% | +236.3% |
| 5Y | +479.0% | -100.0% | +579.0% | +487.2% |
| 10Y | +792.2% | -100.0% | +892.2% | +796.5% |
| All | +3,833.8% | -100.0% | +3,933.8% | +3,533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling