+14.1%
VNQ vs VIVK
-100.0%
+114.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -27.5% | +30.6% | +3.3% |
| 7D | +6.8% | -68.7% | +75.5% | +7.3% |
| 30D | +10.0% | -90.0% | +100.0% | +11.0% |
| 3M | 0.0% | -98.1% | +98.0% | +1.8% |
| 6M | +4.5% | -99.9% | +104.4% | +8.0% |
| YTD | +13.9% | -99.9% | +113.9% | +16.3% |
| 1Y | +14.1% | -100.0% | +114.1% | +22.1% |
| All | +14.1% | -100.0% | +114.1% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling