+13.8%
VRT vs VIVK
-100.0%
+113.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -27.5% | +14.6% | -13.1% |
| 7D | -15.4% | -68.7% | +53.3% | -16.4% |
| 30D | -19.0% | -90.0% | +71.1% | -21.3% |
| 3M | -23.8% | -98.1% | +74.2% | -28.5% |
| 6M | -37.9% | -99.9% | +62.0% | -44.6% |
| YTD | +27.0% | -99.9% | +126.9% | +11.9% |
| 1Y | +13.8% | -100.0% | +113.8% | +10.5% |
| All | +13.8% | -100.0% | +113.8% | +10.5% |
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 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