+36.1%
EWZ vs VIVK
-100.0%
+136.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.3% | +11.6% | -0.7% |
| 7D | +6.5% | -1.4% | +7.9% | +6.5% |
| 30D | +4.8% | -43.6% | +48.5% | +4.9% |
| 3M | +9.9% | -95.1% | +105.0% | +10.0% |
| 6M | +1.9% | -98.2% | +100.1% | +2.1% |
| YTD | +20.3% | -97.9% | +118.2% | +20.4% |
| 1Y | +35.6% | -100.0% | +135.6% | +35.9% |
| 3Y | +43.4% | -100.0% | +143.4% | +43.7% |
| 5Y | +55.9% | -100.0% | +155.9% | +56.2% |
| 10Y | +84.2% | -100.0% | +184.1% | +84.7% |
| All | +36.1% | -100.0% | +136.1% | +48.1% |
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