+58.0%
VT vs VIVK
-100.0%
+158.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +8.9% | -0.6% |
| 7D | +2.9% | -38.6% | +41.5% | +3.1% |
| 30D | -2.5% | -87.7% | +85.2% | -1.6% |
| 3M | -3.3% | -98.9% | +95.5% | -1.4% |
| 6M | +1.5% | -100.0% | +101.5% | +5.1% |
| YTD | +11.4% | -100.0% | +111.3% | +14.5% |
| 1Y | +11.9% | -100.0% | +111.9% | +17.1% |
| 3Y | +73.9% | -100.0% | +173.9% | +81.2% |
| All | +58.0% | -100.0% | +158.0% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling