-100.0%
VIVK vs ED
+490.8%
-590.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.4% | -8.9% | -7.2% |
| 7D | -57.7% | +2.1% | -59.7% | -57.5% |
| 30D | -87.3% | +10.4% | -97.7% | -87.0% |
| 3M | -98.9% | +12.5% | -111.5% | -98.9% |
| 6M | -100.0% | +14.9% | -114.9% | -99.9% |
| YTD | -100.0% | +24.8% | -124.8% | -100.0% |
| 1Y | -100.0% | +23.8% | -123.8% | -100.0% |
| 3Y | -100.0% | +51.6% | -151.6% | -100.0% |
| 5Y | -100.0% | +86.4% | -186.4% | -100.0% |
| 10Y | -100.0% | +145.4% | -245.4% | -100.0% |
| All | -100.0% | +490.8% | -590.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling