+72.5%
VXUS vs VIVK
-100.0%
+172.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.6% | -0.7% |
| 7D | +0.3% | -7.9% | +8.2% | +0.3% |
| 30D | +0.7% | -42.0% | +42.6% | +0.9% |
| 3M | +4.8% | -92.5% | +97.3% | +5.6% |
| 6M | +11.3% | -98.0% | +109.3% | +12.7% |
| YTD | +16.5% | -97.9% | +114.4% | +17.6% |
| 1Y | +24.3% | -100.0% | +124.2% | +27.8% |
| All | +72.5% | -100.0% | +172.5% | +68.4% |
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 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