+92.6%
EWZ vs VIVK
-100.0%
+192.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -1.4% |
| 7D | -0.1% | -7.9% | +7.8% | 0.0% |
| 30D | +8.2% | -42.0% | +50.1% | +8.5% |
| 3M | +13.3% | -92.5% | +105.8% | +14.6% |
| 6M | +3.6% | -98.0% | +101.6% | +5.3% |
| YTD | +21.0% | -97.9% | +118.9% | +22.4% |
| 1Y | +34.7% | -100.0% | +134.6% | +39.3% |
| 3Y | +48.3% | -100.0% | +148.3% | +52.3% |
| 5Y | +60.1% | -100.0% | +160.1% | +64.3% |
| 10Y | +92.6% | -100.0% | +192.6% | +101.9% |
| All | +92.6% | -100.0% | +192.6% | +101.9% |
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