-30.4%
ELAN vs VIVK
-100.0%
+69.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.7% | +1.4% |
| 7D | -5.4% | -4.4% | -1.1% | -5.4% |
| 30D | +4.7% | -40.8% | +45.5% | +5.0% |
| 3M | -3.7% | -94.1% | +90.5% | -2.7% |
| 6M | -1.2% | -98.2% | +97.0% | -0.1% |
| YTD | +2.4% | -98.0% | +100.4% | +2.8% |
| 1Y | +23.4% | -100.0% | +123.3% | +27.2% |
| 3Y | +96.7% | -100.0% | +196.7% | +97.6% |
| All | -30.4% | -100.0% | +69.6% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling