+2.7%
ECL vs VIVK
-100.0%
+102.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.4% | +0.2% |
| 7D | -2.6% | -1.4% | -1.2% | -2.6% |
| 30D | -2.2% | -43.6% | +41.4% | -1.9% |
| 3M | +10.1% | -95.1% | +105.2% | +12.1% |
| 6M | -5.7% | -98.2% | +92.5% | -3.7% |
| YTD | +7.0% | -97.9% | +104.9% | +8.2% |
| 1Y | +2.7% | -100.0% | +102.6% | +7.2% |
| All | +2.7% | -100.0% | +102.6% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling