+290.1%
ETR vs VIVK
-100.0%
+390.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | -0.3% |
| 7D | -1.8% | -4.4% | +2.6% | -1.8% |
| 30D | -1.8% | -40.8% | +39.1% | -1.5% |
| 3M | -3.6% | -94.1% | +90.6% | -2.6% |
| 6M | +2.6% | -98.2% | +100.8% | +3.9% |
| YTD | +16.0% | -98.0% | +114.0% | +17.1% |
| 1Y | +20.1% | -100.0% | +120.1% | +23.1% |
| 3Y | +143.6% | -100.0% | +243.6% | +148.7% |
| 5Y | +124.4% | -100.0% | +224.4% | +129.2% |
| All | +290.1% | -100.0% | +390.1% | +287.3% |
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