-4.6%
EIX vs VIVK
-100.0%
+95.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.2% | -3.1% |
| 7D | +4.1% | -7.9% | +12.0% | +4.2% |
| 30D | -15.3% | -42.0% | +26.6% | -14.9% |
| 3M | -18.4% | -92.5% | +74.1% | -16.6% |
| 6M | -16.8% | -98.0% | +81.2% | -14.3% |
| YTD | -0.6% | -97.9% | +97.4% | +1.4% |
| 1Y | +10.7% | -100.0% | +110.6% | +18.3% |
| All | -4.6% | -100.0% | +95.4% | -4.6% |
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