-100.0%
VIVK vs EAT
+308.2%
-408.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -9.5% | -6.2% | -3.3% | -10.1% |
| 30D | -35.1% | -3.0% | -32.1% | -35.3% |
| 3M | -93.4% | +45.6% | -139.0% | -93.1% |
| 6M | -98.0% | +53.5% | -151.5% | -97.9% |
| YTD | -97.9% | +49.6% | -147.4% | -97.7% |
| 1Y | -100.0% | +38.9% | -138.9% | -100.0% |
| 3Y | -100.0% | +589.7% | -689.6% | -100.0% |
| 5Y | -100.0% | +318.7% | -418.7% | -100.0% |
| All | -100.0% | +308.2% | -408.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling