+78.2%
ECL vs VIVK
-100.0%
+178.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +1.6% |
| 7D | +2.9% | -57.7% | +60.5% | +2.9% |
| 30D | +7.5% | -87.3% | +94.8% | +7.6% |
| 3M | +12.2% | -98.9% | +111.2% | +12.8% |
| 6M | +24.6% | -100.0% | +124.5% | +26.2% |
| YTD | +18.8% | -100.0% | +118.7% | +20.0% |
| 1Y | +19.3% | -100.0% | +119.3% | +20.6% |
| 3Y | +78.2% | -100.0% | +178.2% | +80.1% |
| All | +78.2% | -100.0% | +178.2% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling