+1,216.9%
VST vs VIVK
-100.0%
+1,316.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -12.3% | +15.8% | +3.6% |
| 7D | +8.9% | -1.4% | +10.3% | +8.9% |
| 30D | +6.2% | -43.6% | +49.8% | +6.7% |
| 3M | -2.7% | -95.1% | +92.4% | -0.5% |
| 6M | -8.4% | -98.2% | +89.8% | -6.0% |
| YTD | -7.2% | -97.9% | +90.7% | -5.4% |
| 1Y | -20.9% | -100.0% | +79.1% | -16.9% |
| 3Y | +384.0% | -100.0% | +484.0% | +404.5% |
| 5Y | +757.1% | -100.0% | +857.1% | +794.3% |
| All | +1,216.9% | -100.0% | +1,316.8% | +1,183.7% |
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 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