+113.0%
VWO vs VIVK
-100.0%
+213.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +0.7% |
| 7D | -1.8% | -4.4% | +2.6% | -1.8% |
| 30D | -0.1% | -40.8% | +40.7% | +0.1% |
| 3M | +2.2% | -94.1% | +96.4% | +2.9% |
| 6M | +8.8% | -98.2% | +106.9% | +9.7% |
| YTD | +12.4% | -98.0% | +110.4% | +13.1% |
| 1Y | +15.6% | -100.0% | +115.5% | +17.6% |
| 3Y | +62.5% | -100.0% | +162.5% | +64.9% |
| 5Y | +34.3% | -100.0% | +134.3% | +36.1% |
| All | +113.0% | -100.0% | +213.0% | +117.5% |
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