+30.2%
EWJ vs VIVK
-100.0%
+130.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -12.3% | +12.7% | +0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | +3.3% | -43.6% | +46.9% | +3.8% |
| 3M | +5.0% | -95.1% | +100.1% | +7.5% |
| 6M | +11.5% | -98.2% | +109.7% | +14.6% |
| YTD | +22.4% | -97.9% | +120.3% | +24.9% |
| 1Y | +30.2% | -100.0% | +130.2% | +35.2% |
| All | +30.2% | -100.0% | +130.2% | +35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling