+35.9%
EIX vs VIVK
-100.0%
+135.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +0.4% |
| 7D | +1.4% | -57.7% | +59.0% | +1.9% |
| 30D | +8.5% | -87.3% | +95.8% | +9.9% |
| 3M | -13.5% | -98.9% | +85.5% | -11.0% |
| 6M | -12.4% | -100.0% | +87.6% | -8.2% |
| YTD | +5.9% | -100.0% | +105.9% | +10.2% |
| 1Y | +7.6% | -100.0% | +107.6% | +13.8% |
| 3Y | +12.8% | -100.0% | +112.8% | +19.3% |
| 5Y | +19.2% | -100.0% | +119.2% | +26.6% |
| All | +35.9% | -100.0% | +135.9% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling