+81.4%
VZ vs VIVK
-100.0%
+181.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.3% | +11.4% | -0.8% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +7.9% | -43.6% | +51.5% | +8.4% |
| 3M | +13.6% | -95.1% | +108.8% | +15.9% |
| 6M | +1.1% | -98.2% | +99.3% | +3.5% |
| YTD | +29.3% | -97.9% | +127.2% | +31.4% |
| 1Y | +21.2% | -100.0% | +121.2% | +25.9% |
| All | +81.4% | -100.0% | +181.3% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling