-100.0%
VIVK vs EFV
+25.8%
-125.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.1% | -30.6% | -28.2% |
| 7D | -68.7% | +2.9% | -71.5% | -68.9% |
| 30D | -90.0% | +3.6% | -93.6% | -90.2% |
| 3M | -98.1% | -0.1% | -97.9% | -98.0% |
| 6M | -99.9% | +9.6% | -109.5% | -99.9% |
| YTD | -99.9% | +17.0% | -116.9% | -99.9% |
| 1Y | -100.0% | +25.7% | -125.6% | -100.0% |
| All | -100.0% | +25.8% | -125.8% | -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