+219.8%
VT vs VIVK
-100.0%
+319.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -23.6% | +26.2% | +2.7% |
| 7D | +0.4% | -44.2% | +44.6% | +0.5% |
| 30D | -2.6% | -90.0% | +87.4% | -1.8% |
| 3M | -3.2% | -98.0% | +94.8% | -1.9% |
| 6M | +0.9% | -99.9% | +100.9% | +3.5% |
| YTD | +11.3% | -99.9% | +111.2% | +13.6% |
| 1Y | +14.0% | -100.0% | +114.0% | +17.5% |
| 3Y | +75.8% | -100.0% | +175.8% | +81.1% |
| 5Y | +57.8% | -100.0% | +157.8% | +62.9% |
| 10Y | +219.8% | -100.0% | +319.8% | +230.8% |
| All | +219.8% | -100.0% | +319.8% | +230.8% |
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 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