+818.4%
VOO vs VIVK
-100.0%
+918.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.9% | -0.5% |
| 7D | -0.4% | -7.9% | +7.5% | -0.4% |
| 30D | -1.4% | -42.0% | +40.6% | -1.4% |
| 3M | +3.7% | -92.5% | +96.2% | +3.8% |
| 6M | +13.0% | -98.0% | +111.0% | +13.1% |
| YTD | +12.4% | -97.9% | +110.3% | +12.5% |
| 1Y | +18.6% | -100.0% | +118.6% | +18.8% |
| 3Y | +78.1% | -100.0% | +178.0% | +78.3% |
| 5Y | +82.3% | -100.0% | +182.3% | +82.6% |
| 10Y | +322.5% | -100.0% | +422.5% | +323.2% |
| All | +818.4% | -100.0% | +918.4% | +825.6% |
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 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