+328.2%
VZ vs VIVK
-100.0%
+428.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.3% | +11.4% | -0.9% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +7.9% | -43.6% | +51.5% | +7.9% |
| 3M | +13.6% | -95.1% | +108.8% | +13.7% |
| 6M | +1.1% | -98.2% | +99.3% | +1.1% |
| YTD | +29.3% | -97.9% | +127.2% | +29.3% |
| 1Y | +21.2% | -100.0% | +121.2% | +21.2% |
| 3Y | +75.9% | -100.0% | +175.9% | +75.9% |
| 5Y | +24.1% | -100.0% | +124.1% | +24.1% |
| 10Y | +62.4% | -100.0% | +162.4% | +62.7% |
| All | +328.2% | -100.0% | +428.2% | +326.9% |
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