+85.5%
ETN vs VIVK
-100.0%
+185.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.4% | +11.4% | +3.9% |
| 7D | +3.5% | -4.4% | +7.9% | +3.5% |
| 30D | -7.5% | -40.8% | +33.3% | -7.7% |
| 3M | +8.3% | -94.1% | +102.5% | +7.9% |
| 6M | +20.2% | -98.2% | +118.4% | +19.6% |
| YTD | +34.7% | -98.0% | +132.7% | +33.2% |
| 1Y | +19.4% | -100.0% | +119.4% | +20.4% |
| 3Y | +85.5% | -100.0% | +185.5% | +74.8% |
| All | +85.5% | -100.0% | +185.5% | +74.8% |
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