+168.1%
VWO vs VIVK
-100.0%
+268.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 6M | +8.8% | -98.2% | +106.9% | +8.8% |
| YTD | +12.4% | -98.0% | +110.4% | +12.4% |
| 1Y | +15.6% | -100.0% | +115.5% | +15.7% |
| 3Y | +62.5% | -100.0% | +162.5% | +62.7% |
| 5Y | +34.3% | -100.0% | +134.3% | +34.4% |
| 10Y | +114.8% | -100.0% | +214.8% | +115.2% |
| All | +168.1% | -100.0% | +268.1% | +178.0% |
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 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