+16.6%
EIX vs VIVK
-100.0%
+116.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -27.5% | +30.6% | +3.3% |
| 7D | +4.5% | -68.7% | +73.2% | +5.4% |
| 30D | +15.2% | -90.0% | +105.2% | +17.2% |
| 3M | -11.6% | -98.1% | +86.5% | -8.9% |
| 6M | -8.4% | -99.9% | +91.6% | -2.8% |
| YTD | +8.2% | -99.9% | +108.1% | +12.2% |
| 1Y | +16.6% | -100.0% | +116.6% | +30.4% |
| All | +16.6% | -100.0% | +116.6% | +30.4% |
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