+64.4%
VZ vs VIVK
-100.0%
+164.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.0% | -1.3% |
| 7D | -1.0% | -7.9% | +6.9% | -0.9% |
| 30D | +5.8% | -42.0% | +47.7% | +6.0% |
| 3M | +10.5% | -92.5% | +103.0% | +11.2% |
| 6M | +1.8% | -98.0% | +99.8% | +2.7% |
| YTD | +28.3% | -97.9% | +126.2% | +29.1% |
| 1Y | +22.0% | -100.0% | +121.9% | +23.7% |
| 3Y | +81.8% | -100.0% | +181.8% | +84.1% |
| 5Y | +25.3% | -100.0% | +125.3% | +27.1% |
| 10Y | +64.4% | -100.0% | +164.4% | +64.7% |
| All | +64.4% | -100.0% | +164.4% | +64.7% |
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