-100.0%
VIVK vs ELF
+217.8%
-317.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.7% | +2.1% |
| 7D | -9.5% | -10.8% | +1.4% | -10.1% |
| 30D | -35.1% | +0.8% | -35.9% | -35.0% |
| 3M | -93.4% | +64.8% | -158.1% | -93.2% |
| 6M | -98.0% | +19.0% | -116.9% | -97.9% |
| YTD | -97.9% | +25.9% | -123.8% | -97.8% |
| 1Y | -100.0% | -28.8% | -71.2% | -100.0% |
| 3Y | -100.0% | -29.6% | -70.4% | -100.0% |
| 5Y | -100.0% | +216.2% | -316.2% | -100.0% |
| All | -100.0% | +217.8% | -317.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling