+144.8%
VXUS vs VIVK
-100.0%
+244.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | -1.9% | -9.5% | +7.5% | -1.9% |
| 30D | -0.7% | -35.1% | +34.4% | -0.6% |
| 3M | +4.9% | -93.4% | +98.3% | +5.8% |
| 6M | +9.7% | -98.0% | +107.6% | +10.9% |
| YTD | +15.0% | -97.9% | +112.9% | +15.9% |
| 1Y | +22.4% | -100.0% | +122.4% | +25.2% |
| 3Y | +72.2% | -100.0% | +172.2% | +75.4% |
| 5Y | +52.6% | -100.0% | +152.6% | +55.4% |
| All | +144.8% | -100.0% | +244.8% | +146.1% |
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