+414.3%
VUG vs VIVK
-100.0%
+514.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +1.0% |
| 7D | -0.5% | -4.4% | +3.9% | -0.5% |
| 30D | -1.0% | -40.8% | +39.9% | -0.8% |
| 3M | +3.5% | -94.1% | +97.7% | +4.4% |
| 6M | +14.2% | -98.2% | +112.4% | +15.4% |
| YTD | +8.5% | -98.0% | +106.5% | +9.3% |
| 1Y | +12.9% | -100.0% | +112.8% | +15.2% |
| 3Y | +85.6% | -100.0% | +185.6% | +88.9% |
| 5Y | +78.1% | -100.0% | +178.1% | +81.2% |
| All | +414.3% | -100.0% | +514.3% | +417.4% |
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