+182.7%
VXUS vs VIVK
-100.0%
+282.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.0% | -0.4% |
| 7D | +1.6% | +13.1% | -11.5% | +1.6% |
| 30D | +1.0% | -29.7% | +30.7% | +1.0% |
| 3M | +5.7% | -93.0% | +98.6% | +5.7% |
| 6M | +13.6% | -98.0% | +111.5% | +13.6% |
| YTD | +17.4% | -97.8% | +115.2% | +17.4% |
| 1Y | +25.1% | -100.0% | +125.0% | +25.1% |
| 3Y | +75.8% | -100.0% | +175.8% | +75.9% |
| 5Y | +55.4% | -100.0% | +155.4% | +55.4% |
| 10Y | +146.4% | -100.0% | +246.4% | +147.2% |
| All | +182.7% | -100.0% | +282.7% | +193.4% |
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 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