+351.6%
VTR vs VIVK
-100.0%
+451.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.2% |
| 7D | -1.8% | -9.5% | +7.7% | -1.8% |
| 30D | +4.0% | -35.1% | +39.1% | +4.0% |
| 3M | +7.8% | -93.4% | +101.2% | +8.1% |
| 6M | +6.4% | -98.0% | +104.3% | +6.6% |
| YTD | +18.3% | -97.9% | +116.2% | +18.5% |
| 1Y | +33.9% | -100.0% | +133.9% | +34.6% |
| 3Y | +134.3% | -100.0% | +234.3% | +135.3% |
| 5Y | +90.3% | -100.0% | +190.3% | +91.0% |
| 10Y | +100.1% | -100.0% | +200.1% | +100.5% |
| All | +351.6% | -100.0% | +451.6% | +364.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling