+18.0%
EIX vs VIVK
-100.0%
+118.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.4% | +6.1% | -1.3% |
| 7D | -1.4% | -4.4% | +3.0% | -1.3% |
| 30D | -19.3% | -40.8% | +21.5% | -19.0% |
| 3M | -21.7% | -94.1% | +72.5% | -20.4% |
| 6M | -19.8% | -98.2% | +78.4% | -18.2% |
| YTD | -3.0% | -98.0% | +95.0% | -1.7% |
| 1Y | +5.1% | -100.0% | +105.1% | +8.9% |
| 3Y | -7.0% | -100.0% | +93.0% | -4.0% |
| 5Y | +22.0% | -100.0% | +122.0% | +26.0% |
| All | +18.0% | -100.0% | +118.0% | +17.7% |
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