+696.6%
ECL vs VIVK
-100.0%
+796.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.3% | +12.4% | +0.1% |
| 7D | -2.6% | -1.4% | -1.2% | -2.6% |
| 30D | -2.2% | -43.6% | +41.4% | -2.2% |
| 3M | +10.1% | -95.1% | +105.2% | +10.2% |
| 6M | -5.7% | -98.2% | +92.5% | -5.7% |
| YTD | +7.0% | -97.9% | +104.9% | +7.0% |
| 1Y | +2.7% | -100.0% | +102.6% | +2.8% |
| 3Y | +57.7% | -100.0% | +157.7% | +57.9% |
| 5Y | +31.1% | -100.0% | +131.1% | +31.3% |
| 10Y | +150.9% | -100.0% | +250.9% | +151.3% |
| All | +696.6% | -100.0% | +796.6% | +739.3% |
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