+15.6%
EWZ vs VIVK
-100.0%
+115.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.1% |
| 3M | -8.6% | -98.6% | +90.0% | -8.5% |
| 6M | -17.0% | -99.9% | +82.9% | -16.8% |
| YTD | +2.2% | -100.0% | +102.1% | +2.4% |
| 1Y | +2.7% | -100.0% | +102.7% | +3.0% |
| 3Y | +18.2% | -100.0% | +118.2% | +18.6% |
| 5Y | +56.0% | -100.0% | +156.0% | +56.5% |
| 10Y | +60.8% | -100.0% | +160.8% | +61.5% |
| All | +15.6% | -100.0% | +115.6% | +26.0% |
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