-100.0%
VIVK vs EFV
+228.5%
-328.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.1% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -42.0% | 0.0% | -42.0% | -42.0% |
| 3M | -92.5% | +8.4% | -100.9% | -92.7% |
| 6M | -98.0% | +12.3% | -110.3% | -98.1% |
| YTD | -97.9% | +17.4% | -115.3% | -98.0% |
| 1Y | -100.0% | +27.1% | -127.1% | -100.0% |
| 3Y | -100.0% | +90.7% | -190.7% | -100.0% |
| 5Y | -100.0% | +95.6% | -195.6% | -100.0% |
| 10Y | -100.0% | +165.3% | -265.3% | -100.0% |
| All | -100.0% | +228.5% | -328.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling