-18.9%
VST vs VIVK
-100.0%
+81.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.0% | +1.5% |
| 7D | +9.9% | +13.1% | -3.2% | +9.6% |
| 30D | +7.9% | -29.7% | +37.6% | +8.4% |
| 3M | +3.4% | -93.0% | +96.4% | +6.9% |
| 6M | -4.1% | -98.0% | +93.9% | +0.1% |
| YTD | -5.7% | -97.8% | +92.1% | -3.0% |
| 1Y | -18.9% | -100.0% | +81.1% | -9.8% |
| All | -18.9% | -100.0% | +81.1% | -9.8% |
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