+96.3%
VTR vs VIVK
-100.0%
+196.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.4% |
| 7D | -0.3% | -4.4% | +4.1% | -0.3% |
| 30D | +1.1% | -40.8% | +41.9% | +1.6% |
| 3M | +7.9% | -94.1% | +102.0% | +10.1% |
| 6M | +6.2% | -98.2% | +104.4% | +8.8% |
| YTD | +17.7% | -98.0% | +115.7% | +19.7% |
| 1Y | +32.9% | -100.0% | +132.9% | +39.1% |
| 3Y | +129.7% | -100.0% | +229.7% | +139.0% |
| 5Y | +89.3% | -100.0% | +189.3% | +97.2% |
| All | +96.3% | -100.0% | +196.3% | +98.8% |
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