+271.2%
EW vs VIVK
-100.0%
+371.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.5% | +8.8% | +1.3% |
| 7D | +4.9% | -57.7% | +62.6% | +5.2% |
| 30D | +23.9% | -87.3% | +111.2% | +24.8% |
| 3M | +15.8% | -98.9% | +114.7% | +17.6% |
| 6M | +31.7% | -100.0% | +131.6% | +35.0% |
| YTD | +25.7% | -100.0% | +125.7% | +28.4% |
| 1Y | +24.4% | -100.0% | +124.4% | +28.4% |
| 3Y | +65.9% | -100.0% | +165.9% | +71.1% |
| 5Y | -7.6% | -100.0% | +92.4% | -4.4% |
| All | +271.2% | -100.0% | +371.2% | +289.4% |
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