-100.0%
VIVK vs ELF
+334.6%
-434.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.9% | +12.5% | +7.8% |
| 7D | +13.1% | -1.2% | +14.2% | +13.1% |
| 30D | -29.7% | +5.9% | -35.6% | -29.9% |
| 3M | -93.0% | +99.5% | -192.5% | -93.3% |
| 6M | -98.0% | +26.5% | -124.5% | -98.0% |
| YTD | -97.8% | +37.2% | -134.9% | -97.8% |
| 1Y | -100.0% | -24.4% | -75.6% | -100.0% |
| 3Y | -100.0% | -23.3% | -76.7% | -100.0% |
| 5Y | -100.0% | +245.2% | -345.2% | -100.0% |
| All | -100.0% | +334.6% | -434.6% | -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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling