+444.4%
ETR vs VIVK
-100.0%
+544.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.3% | +5.1% | -1.3% |
| 7D | +0.4% | -7.9% | +8.3% | +0.4% |
| 30D | +2.0% | -42.0% | +44.0% | +2.1% |
| 3M | -1.7% | -92.5% | +90.8% | -1.6% |
| 6M | +3.6% | -98.0% | +101.6% | +3.6% |
| YTD | +18.0% | -97.9% | +116.0% | +18.1% |
| 1Y | +26.2% | -100.0% | +126.2% | +26.4% |
| 3Y | +148.0% | -100.0% | +248.0% | +148.2% |
| 5Y | +126.1% | -100.0% | +226.1% | +126.3% |
| 10Y | +302.3% | -100.0% | +402.3% | +303.1% |
| All | +444.4% | -100.0% | +544.4% | +449.6% |
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