-100.0%
VIVK vs ED
+109.0%
-209.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -9.5% | -1.9% | -7.6% | -9.2% |
| 30D | -35.1% | +0.1% | -35.2% | -35.1% |
| 3M | -93.4% | 0.0% | -93.4% | -93.4% |
| 6M | -98.0% | -2.5% | -95.5% | -98.0% |
| YTD | -97.9% | +10.1% | -108.0% | -97.9% |
| 1Y | -100.0% | +13.6% | -113.6% | -100.0% |
| 3Y | -100.0% | +32.4% | -132.4% | -100.0% |
| 5Y | -100.0% | +69.9% | -169.9% | -100.0% |
| All | -100.0% | +109.0% | -209.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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