+27.1%
ECL vs VIVK
-100.0%
+127.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -2.6% | -9.5% | +6.8% | -2.6% |
| 30D | -4.6% | -35.1% | +30.5% | -4.4% |
| 3M | +6.0% | -93.4% | +99.3% | +7.3% |
| 6M | -3.0% | -98.0% | +95.0% | -1.3% |
| YTD | +4.0% | -97.9% | +101.9% | +5.2% |
| 1Y | +2.0% | -100.0% | +102.0% | +5.2% |
| 3Y | +53.9% | -100.0% | +153.9% | +57.1% |
| 5Y | +27.1% | -100.0% | +127.1% | +27.1% |
| All | +27.1% | -100.0% | +127.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling