+2,223.6%
ETN vs VIVK
-100.0%
+2,323.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.5% |
| 7D | +3.0% | -9.5% | +12.5% | +3.0% |
| 30D | -10.9% | -35.1% | +24.2% | -10.9% |
| 3M | +9.2% | -93.4% | +102.6% | +9.3% |
| 6M | +13.9% | -98.0% | +111.9% | +14.0% |
| YTD | +29.5% | -97.9% | +127.4% | +29.6% |
| 1Y | +14.2% | -100.0% | +114.2% | +14.4% |
| 3Y | +79.9% | -100.0% | +179.9% | +80.1% |
| 5Y | +175.7% | -100.0% | +275.7% | +176.0% |
| 10Y | +693.2% | -100.0% | +793.2% | +694.1% |
| All | +2,223.6% | -100.0% | +2,323.6% | +2,323.1% |
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