+862.5%
EWT vs VIVK
-100.0%
+962.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.5% | +0.2% |
| 7D | +2.1% | -7.9% | +10.0% | +2.1% |
| 30D | +9.4% | -42.0% | +51.3% | +9.4% |
| 3M | +10.9% | -92.5% | +103.4% | +11.0% |
| 6M | +57.9% | -98.0% | +155.9% | +58.2% |
| YTD | +75.9% | -97.9% | +173.8% | +76.2% |
| 1Y | +89.7% | -100.0% | +189.7% | +90.4% |
| 3Y | +200.9% | -100.0% | +300.9% | +201.8% |
| 5Y | +154.5% | -100.0% | +254.5% | +155.3% |
| 10Y | +520.8% | -100.0% | +620.8% | +519.8% |
| All | +862.5% | -100.0% | +962.5% | +848.3% |
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