+456.7%
EWY vs VIVK
-100.0%
+556.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -4.2% |
| 7D | +1.2% | -9.5% | +10.7% | +1.2% |
| 30D | +9.3% | -35.1% | +44.4% | +9.3% |
| 3M | +2.4% | -93.4% | +95.8% | +2.5% |
| 6M | +40.3% | -98.0% | +138.3% | +40.5% |
| YTD | +88.0% | -97.9% | +185.9% | +88.2% |
| 1Y | +143.8% | -100.0% | +243.8% | +144.5% |
| 3Y | +217.8% | -100.0% | +317.7% | +218.5% |
| 5Y | +142.7% | -100.0% | +242.7% | +143.3% |
| 10Y | +291.7% | -100.0% | +391.7% | +292.2% |
| All | +456.7% | -100.0% | +556.7% | +476.0% |
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