-100.0%
VIVK vs EAT
+37.8%
-137.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.6% |
| 7D | -4.4% | -7.7% | +3.3% | -6.3% |
| 30D | -40.8% | -13.6% | -27.2% | -42.8% |
| 3M | -94.1% | +33.9% | -128.0% | -93.5% |
| 6M | -98.2% | +47.2% | -145.4% | -98.0% |
| YTD | -98.0% | +48.1% | -146.1% | -97.9% |
| 1Y | -100.0% | +33.7% | -133.6% | -100.0% |
| All | -100.0% | +37.8% | -137.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling