-100.0%
VIVK vs ELF
-3.2%
-96.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.9% | -29.4% | -27.0% |
| 7D | -68.7% | -1.5% | -67.1% | -68.8% |
| 30D | -90.0% | +9.5% | -99.6% | -89.8% |
| 3M | -98.1% | +29.4% | -127.4% | -97.9% |
| 6M | -99.9% | +83.7% | -183.6% | -99.9% |
| YTD | -99.9% | +49.4% | -149.4% | -99.9% |
| 1Y | -100.0% | -3.9% | -96.1% | -100.0% |
| All | -100.0% | -3.2% | -96.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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