+394.5%
VNQ vs VIVK
-100.0%
+494.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -2.6% | -9.5% | +6.8% | -2.6% |
| 30D | -2.3% | -35.1% | +32.8% | -2.3% |
| 3M | -2.8% | -93.4% | +90.6% | -2.6% |
| 6M | +2.5% | -98.0% | +100.5% | +2.7% |
| YTD | +8.4% | -97.9% | +106.3% | +8.6% |
| 1Y | +6.8% | -100.0% | +106.7% | +7.2% |
| 3Y | +29.9% | -100.0% | +129.9% | +30.4% |
| 5Y | +7.2% | -100.0% | +107.2% | +7.6% |
| 10Y | +62.5% | -100.0% | +162.5% | +62.7% |
| All | +394.5% | -100.0% | +494.5% | +403.4% |
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 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