+25.9%
VZ vs VIVK
-100.0%
+125.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.7% | -7.1% | +0.5% |
| 7D | +0.2% | +13.1% | -12.8% | +0.2% |
| 30D | +7.1% | -29.7% | +36.8% | +7.3% |
| 3M | +12.8% | -93.0% | +105.8% | +13.7% |
| 6M | +1.8% | -98.0% | +99.8% | +2.9% |
| YTD | +30.0% | -97.8% | +127.7% | +31.0% |
| 1Y | +24.3% | -100.0% | +124.3% | +25.6% |
| 3Y | +84.3% | -100.0% | +184.3% | +85.8% |
| 5Y | +25.9% | -100.0% | +125.9% | +28.1% |
| All | +25.9% | -100.0% | +125.9% | +28.1% |
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 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