+53.4%
VT vs VIVK
-100.0%
+153.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +34.1% | -33.9% | 0.0% |
| 7D | -2.3% | -42.9% | +40.6% | -2.1% |
| 30D | -5.0% | -88.6% | +83.6% | -4.1% |
| 3M | -4.9% | -97.7% | +92.8% | -3.3% |
| 6M | -1.5% | -99.9% | +98.4% | +1.6% |
| YTD | +8.5% | -99.9% | +108.4% | +11.2% |
| 1Y | +11.4% | -100.0% | +111.4% | +16.0% |
| 3Y | +70.1% | -100.0% | +170.1% | +76.8% |
| All | +53.4% | -100.0% | +153.4% | +57.9% |
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