+73.3%
VZ vs VIVK
-100.0%
+173.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | -0.1% |
| 7D | +0.9% | -38.6% | +39.6% | +1.0% |
| 30D | +6.9% | -87.7% | +94.7% | +7.5% |
| 3M | +0.6% | -98.9% | +99.5% | +1.9% |
| 6M | +0.3% | -100.0% | +100.3% | +2.5% |
| YTD | +21.9% | -100.0% | +121.9% | +24.2% |
| 1Y | +21.7% | -100.0% | +121.7% | +24.6% |
| 3Y | +58.5% | -100.0% | +158.5% | +62.3% |
| 5Y | +22.4% | -100.0% | +122.4% | +25.7% |
| All | +73.3% | -100.0% | +173.3% | +81.1% |
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