+301.6%
VZ vs VIVK
-100.0%
+401.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -22.8% | +23.3% | +0.5% |
| 7D | +2.4% | -56.0% | +58.3% | +2.4% |
| 30D | +11.2% | -92.3% | +103.5% | +11.2% |
| 3M | 0.0% | -98.6% | +98.6% | 0.0% |
| 6M | +1.3% | -99.9% | +101.2% | +1.3% |
| YTD | +21.3% | -100.0% | +121.2% | +21.3% |
| 1Y | +23.9% | -100.0% | +123.9% | +24.0% |
| 3Y | +57.7% | -100.0% | +157.7% | +57.7% |
| 5Y | +21.2% | -100.0% | +121.2% | +21.2% |
| 10Y | +70.6% | -100.0% | +170.6% | +70.9% |
| All | +301.6% | -100.0% | +401.6% | +300.5% |
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