-28.2%
EW vs VIVK
-100.0%
+71.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.7% |
| 7D | -3.4% | -9.5% | +6.1% | -3.3% |
| 30D | -7.4% | -35.1% | +27.8% | -7.2% |
| 3M | +0.9% | -93.4% | +94.3% | +1.8% |
| 6M | +1.2% | -98.0% | +99.1% | +2.3% |
| YTD | +1.8% | -97.9% | +99.6% | +2.5% |
| 1Y | +10.8% | -100.0% | +110.8% | +13.6% |
| 3Y | +17.1% | -100.0% | +117.1% | +19.0% |
| 5Y | -28.2% | -100.0% | +71.8% | -26.4% |
| All | -28.2% | -100.0% | +71.8% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling