-50.0%
VTRS vs VIVK
-100.0%
+50.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | -2.2% | -4.4% | +2.2% | -2.2% |
| 30D | +3.3% | -40.8% | +44.1% | +3.6% |
| 3M | +2.0% | -94.1% | +96.1% | +3.2% |
| 6M | +19.9% | -98.2% | +118.1% | +21.7% |
| YTD | +35.7% | -98.0% | +133.7% | +37.1% |
| 1Y | +68.1% | -100.0% | +168.1% | +71.9% |
| 3Y | +87.1% | -100.0% | +187.1% | +90.9% |
| 5Y | +47.6% | -100.0% | +147.6% | +50.5% |
| All | -50.0% | -100.0% | +50.0% | -46.8% |
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