+2,723.0%
VRT vs VIVK
-100.0%
+2,823.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -12.3% | +16.7% | +4.5% |
| 7D | +9.1% | -1.4% | +10.5% | +9.1% |
| 30D | +0.9% | -43.6% | +44.5% | +1.5% |
| 3M | -13.4% | -95.1% | +81.8% | -10.8% |
| 6M | +11.7% | -98.2% | +109.9% | +15.4% |
| YTD | +73.2% | -97.9% | +171.2% | +75.6% |
| 1Y | +123.4% | -100.0% | +223.4% | +143.9% |
| 3Y | +606.2% | -100.0% | +706.1% | +650.6% |
| 5Y | +899.9% | -100.0% | +999.9% | +959.9% |
| All | +2,723.0% | -100.0% | +2,823.0% | +2,786.3% |
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