+67.6%
EWZ vs VIVK
-100.0%
+167.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.7% | -5.7% | +2.0% |
| 7D | +5.6% | +13.1% | -7.5% | +5.5% |
| 30D | +9.3% | -29.7% | +38.9% | +9.3% |
| 3M | +15.7% | -93.0% | +108.7% | +16.5% |
| 6M | +7.4% | -98.0% | +105.4% | +8.6% |
| YTD | +22.7% | -97.8% | +120.4% | +23.7% |
| 1Y | +36.4% | -100.0% | +136.4% | +40.0% |
| 3Y | +50.4% | -100.0% | +150.4% | +52.5% |
| 5Y | +67.6% | -100.0% | +167.6% | +66.0% |
| All | +67.6% | -100.0% | +167.6% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling