-100.0%
VIVK vs EL
-32.9%
-67.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.5% | -6.5% |
| 7D | -7.9% | -2.4% | -5.5% | -8.0% |
| 30D | -42.0% | +13.7% | -55.6% | -41.4% |
| 3M | -92.5% | +14.5% | -107.0% | -92.4% |
| 6M | -98.0% | +7.4% | -105.4% | -98.0% |
| YTD | -97.9% | -4.7% | -93.2% | -97.9% |
| 1Y | -100.0% | +12.9% | -112.9% | -100.0% |
| All | -100.0% | -32.9% | -67.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling