+303.5%
EWY vs VIVK
-100.0%
+403.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.4% | +10.6% | +3.3% |
| 7D | -0.1% | -4.4% | +4.3% | -0.1% |
| 30D | +7.3% | -40.8% | +48.1% | +7.5% |
| 3M | -5.1% | -94.1% | +89.0% | -4.2% |
| 6M | +42.1% | -98.2% | +140.2% | +43.9% |
| YTD | +94.1% | -98.0% | +192.1% | +96.1% |
| 1Y | +147.8% | -100.0% | +247.8% | +153.6% |
| 3Y | +222.9% | -100.0% | +322.9% | +229.2% |
| 5Y | +150.6% | -100.0% | +250.6% | +155.4% |
| All | +303.5% | -100.0% | +403.5% | +311.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling