+164.3%
EWY vs VIVK
-100.0%
+264.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -12.3% | +16.9% | +4.7% |
| 7D | +4.8% | -1.4% | +6.2% | +4.8% |
| 30D | +11.7% | -43.6% | +55.3% | +12.1% |
| 3M | -7.4% | -95.1% | +87.7% | -5.4% |
| 6M | +40.6% | -98.2% | +138.8% | +44.7% |
| YTD | +94.3% | -97.9% | +192.2% | +99.9% |
| 1Y | +164.3% | -100.0% | +264.3% | +174.4% |
| All | +164.3% | -100.0% | +264.3% | +174.4% |
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 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