-100.0%
VIVK vs EAT
+374.9%
-474.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.3% |
| 7D | -4.4% | -7.7% | +3.3% | -4.0% |
| 30D | -40.8% | -13.6% | -27.2% | -40.4% |
| 3M | -94.1% | +33.9% | -128.0% | -94.2% |
| 6M | -98.2% | +47.2% | -145.4% | -98.2% |
| YTD | -98.0% | +48.1% | -146.1% | -98.1% |
| 1Y | -100.0% | +33.7% | -133.6% | -100.0% |
| 3Y | -100.0% | +595.8% | -695.8% | -100.0% |
| 5Y | -100.0% | +314.4% | -414.4% | -100.0% |
| All | -100.0% | +374.9% | -474.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling