+66.6%
VT vs VIVK
-100.0%
+166.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.3% | +12.3% | 0.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.4% |
| 30D | +1.0% | -43.6% | +44.6% | +1.2% |
| 3M | +2.4% | -95.1% | +97.5% | +3.6% |
| 6M | +12.0% | -98.2% | +110.2% | +13.6% |
| YTD | +15.3% | -97.9% | +113.3% | +16.4% |
| 1Y | +22.6% | -100.0% | +122.6% | +26.6% |
| 3Y | +74.7% | -100.0% | +174.7% | +78.5% |
| All | +66.6% | -100.0% | +166.6% | +69.8% |
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 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