-25.1%
VST vs VIVK
-100.0%
+74.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -14.3% | +16.1% | +2.0% |
| 7D | +10.9% | -48.0% | +58.9% | +12.0% |
| 30D | -15.6% | -88.4% | +72.8% | -13.5% |
| 3M | -7.8% | -98.7% | +91.0% | -3.4% |
| 6M | -12.0% | -100.0% | +88.0% | -4.0% |
| YTD | -16.9% | -100.0% | +83.0% | -11.1% |
| 1Y | -25.1% | -100.0% | +74.9% | -12.7% |
| All | -25.1% | -100.0% | +74.9% | -12.7% |
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