-100.0%
VIVK vs EAT
+1,988.6%
-2,088.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.4% | +11.0% | +7.6% |
| 7D | +13.1% | -4.9% | +18.0% | +12.9% |
| 30D | -29.7% | -1.2% | -28.5% | -29.7% |
| 3M | -93.0% | +52.2% | -145.2% | -92.9% |
| 6M | -98.0% | +65.0% | -163.0% | -97.9% |
| YTD | -97.8% | +55.0% | -152.8% | -97.7% |
| 1Y | -100.0% | +42.1% | -142.0% | -100.0% |
| 3Y | -100.0% | +614.7% | -714.7% | -100.0% |
| 5Y | -100.0% | +322.7% | -422.7% | -100.0% |
| 10Y | -100.0% | +382.0% | -482.0% | -100.0% |
| All | -100.0% | +1,988.6% | -2,088.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling