+361.1%
VST vs VIVK
-100.0%
+461.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.3% | +15.8% | +3.8% |
| 7D | +8.9% | -1.4% | +10.3% | +8.9% |
| 30D | +6.2% | -43.6% | +49.8% | +7.3% |
| 3M | -2.7% | -95.1% | +92.4% | +2.1% |
| 6M | -8.4% | -98.2% | +89.8% | -3.1% |
| YTD | -7.2% | -97.9% | +90.7% | -3.7% |
| 1Y | -20.9% | -100.0% | +79.1% | -9.8% |
| All | +361.1% | -100.0% | +461.1% | +393.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling