-100.0%
VIVK vs EFV
+90.2%
-190.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -7.8% |
| 7D | -4.4% | -0.8% | -3.6% | -4.1% |
| 30D | -40.8% | +0.6% | -41.4% | -41.0% |
| 3M | -94.1% | +7.5% | -101.7% | -94.4% |
| 6M | -98.2% | +13.0% | -111.2% | -98.3% |
| YTD | -98.0% | +18.3% | -116.3% | -98.2% |
| 1Y | -100.0% | +26.7% | -126.7% | -100.0% |
| 3Y | -100.0% | +89.6% | -189.6% | -100.0% |
| All | -100.0% | +90.2% | -190.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling