-100.0%
VIVK vs EFX
-25.2%
-74.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -6.4% | -6.0% | -8.2% |
| 7D | -1.4% | -8.6% | +7.3% | +4.8% |
| 30D | -43.6% | +0.1% | -43.7% | -43.9% |
| 3M | -95.1% | +3.8% | -99.0% | -95.5% |
| 6M | -98.2% | -13.5% | -84.7% | -97.8% |
| YTD | -97.9% | -17.7% | -80.3% | -97.5% |
| 1Y | -100.0% | -25.6% | -74.4% | -100.0% |
| All | -100.0% | -25.2% | -74.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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