+883.5%
ELV vs VIVK
-100.0%
+983.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +4.9% |
| 7D | +0.4% | -9.5% | +9.9% | +0.4% |
| 30D | +6.7% | -35.1% | +41.8% | +6.7% |
| 3M | +3.0% | -93.4% | +96.3% | +3.1% |
| 6M | +48.0% | -98.0% | +145.9% | +48.1% |
| YTD | +20.0% | -97.9% | +117.9% | +20.2% |
| 1Y | +37.9% | -100.0% | +137.9% | +38.2% |
| 3Y | -2.8% | -100.0% | +97.2% | -2.6% |
| 5Y | +24.8% | -100.0% | +124.8% | +25.1% |
| 10Y | +275.1% | -100.0% | +375.1% | +275.4% |
| All | +883.5% | -100.0% | +983.5% | +895.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling