+85.9%
EEM vs VIVK
-100.0%
+185.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.6% | +1.3% |
| 7D | -1.3% | -4.4% | +3.1% | -1.2% |
| 30D | +2.1% | -40.8% | +42.9% | +2.2% |
| 3M | +1.0% | -94.1% | +95.2% | +1.9% |
| 6M | +15.9% | -98.2% | +114.1% | +17.3% |
| YTD | +24.6% | -98.0% | +122.7% | +25.9% |
| 1Y | +32.3% | -100.0% | +132.2% | +36.0% |
| 3Y | +85.9% | -100.0% | +185.9% | +79.0% |
| All | +85.9% | -100.0% | +185.9% | +79.0% |
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