+227.6%
EWJ vs VIVK
-100.0%
+327.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.4% | -1.0% |
| 7D | +1.0% | -7.9% | +8.9% | +1.0% |
| 30D | +1.0% | -42.0% | +42.9% | +1.0% |
| 3M | +7.2% | -92.5% | +99.7% | +7.3% |
| 6M | +13.9% | -98.0% | +111.9% | +14.0% |
| YTD | +20.8% | -97.9% | +118.7% | +20.9% |
| 1Y | +26.4% | -100.0% | +126.3% | +26.7% |
| 3Y | +71.8% | -100.0% | +171.7% | +72.2% |
| 5Y | +49.9% | -100.0% | +149.9% | +50.2% |
| 10Y | +140.0% | -100.0% | +240.0% | +140.5% |
| All | +227.6% | -100.0% | +327.6% | +225.6% |
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