+21.7%
ELV vs VIVK
-100.0%
+121.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.2% | +10.7% | +5.5% |
| 7D | +2.8% | -4.4% | +7.1% | +2.8% |
| 30D | +4.9% | -40.8% | +45.7% | +5.0% |
| 3M | +4.9% | -94.1% | +99.0% | +5.3% |
| 6M | +45.1% | -98.2% | +143.3% | +45.9% |
| YTD | +20.7% | -98.0% | +118.7% | +21.2% |
| 1Y | +35.0% | -100.0% | +135.0% | +36.7% |
| 3Y | -2.4% | -100.0% | +97.6% | -1.5% |
| All | +21.7% | -100.0% | +121.7% | +22.7% |
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