+273.7%
ELV vs VIVK
-100.0%
+373.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | +3.2% | -4.4% | +7.6% | +3.2% |
| 30D | +5.4% | -40.8% | +46.2% | +5.6% |
| 3M | +5.4% | -94.1% | +99.5% | +6.2% |
| 6M | +45.7% | -98.2% | +143.9% | +47.2% |
| YTD | +21.2% | -98.0% | +119.2% | +22.1% |
| 1Y | +35.6% | -100.0% | +135.6% | +38.3% |
| 3Y | -2.0% | -100.0% | +98.0% | -0.4% |
| 5Y | +26.0% | -100.0% | +126.0% | +28.1% |
| All | +273.7% | -100.0% | +373.7% | +279.1% |
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