+23.1%
ECL vs VIVK
-100.0%
+123.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -27.5% | +30.8% | +3.5% |
| 7D | +7.7% | -68.7% | +76.4% | +8.2% |
| 30D | +13.7% | -90.0% | +103.7% | +14.8% |
| 3M | +11.6% | -98.1% | +109.6% | +13.5% |
| 6M | +23.9% | -99.9% | +123.8% | +29.5% |
| YTD | +21.0% | -99.9% | +120.9% | +24.1% |
| 1Y | +23.1% | -100.0% | +123.1% | +42.9% |
| All | +23.1% | -100.0% | +123.1% | +42.9% |
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 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