+228.2%
VT vs VIVK
-100.0%
+328.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.6% |
| 7D | -0.1% | -7.9% | +7.8% | -0.1% |
| 30D | -0.7% | -42.0% | +41.3% | -0.5% |
| 3M | +4.0% | -92.5% | +96.5% | +4.8% |
| 6M | +12.3% | -98.0% | +110.3% | +13.5% |
| YTD | +14.0% | -97.9% | +111.9% | +14.9% |
| 1Y | +20.3% | -100.0% | +120.3% | +23.0% |
| 3Y | +75.4% | -100.0% | +175.4% | +78.8% |
| 5Y | +66.0% | -100.0% | +166.0% | +69.1% |
| 10Y | +228.2% | -100.0% | +328.2% | +229.6% |
| All | +228.2% | -100.0% | +328.2% | +229.6% |
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