+22.0%
VTR vs VIVK
-100.0%
+122.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -27.5% | +29.9% | +2.6% |
| 7D | +10.0% | -68.7% | +78.7% | +10.6% |
| 30D | +9.6% | -90.0% | +99.7% | +11.1% |
| 3M | -1.2% | -98.1% | +96.8% | +1.5% |
| 6M | +2.8% | -99.9% | +102.7% | +6.8% |
| YTD | +17.4% | -99.9% | +117.3% | +19.5% |
| 1Y | +22.0% | -100.0% | +122.0% | +25.8% |
| All | +22.0% | -100.0% | +122.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling