+2,486.9%
VRT vs VIVK
-100.0%
+2,586.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.4% | +11.0% | +3.7% |
| 7D | -8.4% | -4.4% | -4.0% | -8.3% |
| 30D | -10.9% | -40.8% | +30.0% | -10.3% |
| 3M | -13.7% | -94.1% | +80.5% | -11.3% |
| 6M | -4.1% | -98.2% | +94.1% | -0.9% |
| YTD | +58.7% | -98.0% | +156.8% | +61.0% |
| 1Y | +89.6% | -100.0% | +189.6% | +105.9% |
| 3Y | +558.1% | -100.0% | +658.1% | +601.5% |
| 5Y | +953.0% | -100.0% | +1,052.9% | +1,016.0% |
| All | +2,486.9% | -100.0% | +2,586.9% | +2,546.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling