-100.0%
VIVK vs EL
+26.1%
-126.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.5% |
| 7D | -4.4% | -6.5% | +2.1% | -3.6% |
| 30D | -40.8% | +11.1% | -52.0% | -41.7% |
| 3M | -94.1% | +10.7% | -104.9% | -94.3% |
| 6M | -98.2% | +6.9% | -105.1% | -98.2% |
| YTD | -98.0% | -6.3% | -91.7% | -98.0% |
| 1Y | -100.0% | +13.5% | -113.4% | -100.0% |
| 3Y | -100.0% | -33.1% | -66.9% | -100.0% |
| 5Y | -100.0% | -68.8% | -31.2% | -100.0% |
| All | -100.0% | +26.1% | -126.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling