+18.5%
EWZ vs VIVK
-100.0%
+118.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -22.8% | +21.3% | -1.4% |
| 7D | +1.3% | -56.0% | +57.3% | +1.4% |
| 30D | -26.2% | -92.3% | +66.1% | -26.0% |
| 3M | -8.6% | -98.6% | +90.0% | -8.6% |
| 6M | -17.0% | -99.9% | +82.9% | -17.0% |
| YTD | +2.2% | -100.0% | +102.1% | +2.6% |
| 1Y | +2.7% | -100.0% | +102.7% | +3.0% |
| All | +18.5% | -100.0% | +118.5% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling