-100.0%
VIVK vs EFX
+667.9%
-767.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.3% | -6.1% |
| 7D | -7.9% | -9.4% | +1.5% | -6.7% |
| 30D | -42.0% | -6.9% | -35.1% | -41.4% |
| 3M | -92.5% | +0.1% | -92.6% | -92.5% |
| 6M | -98.0% | -17.3% | -80.7% | -98.0% |
| YTD | -97.9% | -21.8% | -76.1% | -97.8% |
| 1Y | -100.0% | -32.5% | -67.4% | -100.0% |
| 3Y | -100.0% | -12.3% | -87.6% | -100.0% |
| 5Y | -100.0% | -36.6% | -63.4% | -100.0% |
| 10Y | -100.0% | +41.0% | -141.0% | -100.0% |
| All | -100.0% | +667.9% | -767.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling