-100.0%
VIVK vs EFV
+30.7%
-130.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.1% | -12.2% | -12.3% |
| 7D | -1.4% | +1.5% | -2.9% | -1.8% |
| 30D | -43.6% | +1.7% | -45.4% | -44.0% |
| 3M | -95.1% | +8.6% | -103.8% | -95.4% |
| 6M | -98.2% | +11.7% | -109.9% | -98.4% |
| YTD | -97.9% | +19.3% | -117.2% | -98.5% |
| 1Y | -100.0% | +30.2% | -130.2% | -100.0% |
| All | -100.0% | +30.7% | -130.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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