+1,205.2%
VST vs VIVK
-100.0%
+1,305.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -23.6% | +30.9% | +7.6% |
| 7D | -0.5% | -44.2% | +43.7% | 0.0% |
| 30D | -17.1% | -90.0% | +73.0% | -15.5% |
| 3M | -4.6% | -98.0% | +93.4% | -1.5% |
| 6M | -9.1% | -99.9% | +90.9% | -3.6% |
| YTD | -16.6% | -99.9% | +83.3% | -12.6% |
| 1Y | -29.5% | -100.0% | +70.5% | -24.4% |
| 3Y | +297.5% | -100.0% | +397.5% | +325.9% |
| 5Y | +654.5% | -100.0% | +754.5% | +711.3% |
| 10Y | +1,205.2% | -100.0% | +1,305.2% | +1,237.5% |
| All | +1,205.2% | -100.0% | +1,305.2% | +1,237.5% |
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 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