-100.0%
VIVK vs ELF
-29.5%
-70.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.6% | -7.3% |
| 7D | -4.4% | -11.6% | +7.3% | -5.1% |
| 30D | -40.8% | +4.6% | -45.4% | -40.6% |
| 3M | -94.1% | +59.7% | -153.8% | -94.0% |
| 6M | -98.2% | +21.2% | -119.4% | -98.2% |
| YTD | -98.0% | +27.4% | -125.5% | -98.0% |
| 1Y | -100.0% | -29.8% | -70.2% | -100.0% |
| 3Y | -100.0% | -28.5% | -71.5% | -100.0% |
| All | -100.0% | -29.5% | -70.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling