+144.5%
ETR vs VIVK
-100.0%
+244.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.8% | -1.4% |
| 7D | -1.9% | -9.5% | +7.6% | -1.9% |
| 30D | -0.2% | -35.1% | +34.9% | 0.0% |
| 3M | -3.7% | -93.4% | +89.6% | -2.7% |
| 6M | +2.1% | -98.0% | +100.1% | +3.3% |
| YTD | +16.5% | -97.9% | +114.3% | +17.3% |
| 1Y | +22.5% | -100.0% | +122.5% | +26.1% |
| All | +144.5% | -100.0% | +244.5% | +136.9% |
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