+16.6%
EWZ vs VIVK
-100.0%
+116.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.3% | +15.2% | +0.9% |
| 7D | +0.6% | -48.0% | +48.6% | +0.6% |
| 30D | -25.5% | -88.4% | +62.9% | -25.4% |
| 3M | -4.5% | -98.7% | +94.2% | -4.4% |
| 6M | -15.3% | -100.0% | +84.7% | -15.0% |
| YTD | +3.1% | -100.0% | +103.0% | +3.3% |
| 1Y | +1.2% | -100.0% | +101.2% | +1.6% |
| 3Y | +19.3% | -100.0% | +119.3% | +19.7% |
| 5Y | +52.3% | -100.0% | +152.3% | +52.8% |
| 10Y | +67.0% | -100.0% | +167.0% | +67.8% |
| All | +16.6% | -100.0% | +116.6% | +27.1% |
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