+77.9%
VUG vs VIVK
-100.0%
+177.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.6% | -0.9% |
| 7D | +2.5% | -57.7% | +60.2% | +2.8% |
| 30D | -6.3% | -87.3% | +81.0% | -5.8% |
| 3M | -6.0% | -98.9% | +92.9% | -5.3% |
| 6M | -3.5% | -100.0% | +96.4% | -2.2% |
| YTD | +3.9% | -100.0% | +103.9% | +5.1% |
| 1Y | +5.1% | -100.0% | +105.1% | +7.3% |
| 3Y | +77.9% | -100.0% | +177.9% | +83.0% |
| All | +77.9% | -100.0% | +177.9% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling