-100.0%
VIVK vs EFX
-12.2%
-87.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.6% |
| 7D | -4.4% | -4.5% | +0.2% | -2.9% |
| 30D | -40.8% | -6.1% | -34.7% | -39.5% |
| 3M | -94.1% | +6.2% | -100.4% | -94.4% |
| 6M | -98.2% | -11.2% | -87.0% | -98.1% |
| YTD | -98.0% | -21.4% | -76.6% | -97.8% |
| 1Y | -100.0% | -34.3% | -65.7% | -100.0% |
| 3Y | -100.0% | -12.5% | -87.5% | -100.0% |
| All | -100.0% | -12.2% | -87.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling