+53.1%
VXUS vs VIVK
-100.0%
+153.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.0% |
| 7D | -1.4% | -4.4% | +2.9% | -1.4% |
| 30D | -0.5% | -40.8% | +40.4% | -0.2% |
| 3M | +2.6% | -94.1% | +96.7% | +3.8% |
| 6M | +10.9% | -98.2% | +109.1% | +12.5% |
| YTD | +16.1% | -98.0% | +114.2% | +17.4% |
| 1Y | +22.3% | -100.0% | +122.2% | +26.2% |
| 3Y | +72.0% | -100.0% | +172.0% | +76.1% |
| All | +53.1% | -100.0% | +153.1% | +55.4% |
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 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