+46.1%
VXUS vs VIVK
-100.0%
+146.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | 0.0% |
| 7D | +2.1% | -57.7% | +59.8% | +2.6% |
| 30D | -1.1% | -87.3% | +86.1% | -0.2% |
| 3M | -5.6% | -98.9% | +93.3% | -3.6% |
| 6M | -2.3% | -100.0% | +97.7% | +1.3% |
| YTD | +10.4% | -100.0% | +110.3% | +13.8% |
| 1Y | +13.1% | -100.0% | +113.0% | +18.5% |
| 3Y | +68.0% | -100.0% | +168.0% | +75.3% |
| All | +46.1% | -100.0% | +146.1% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling