+304.1%
VZ vs VIVK
-100.0%
+404.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -14.3% | +15.0% | +0.6% |
| 7D | +0.9% | -48.0% | +48.9% | +0.9% |
| 30D | +8.9% | -88.4% | +97.4% | +8.9% |
| 3M | +0.1% | -98.7% | +98.8% | +0.1% |
| 6M | +1.9% | -100.0% | +101.9% | +1.9% |
| YTD | +22.0% | -100.0% | +122.0% | +22.1% |
| 1Y | +22.1% | -100.0% | +122.1% | +22.2% |
| 3Y | +58.7% | -100.0% | +158.7% | +58.7% |
| 5Y | +22.3% | -100.0% | +122.3% | +22.4% |
| 10Y | +71.6% | -100.0% | +171.6% | +72.0% |
| All | +304.1% | -100.0% | +404.1% | +303.0% |
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 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