-100.0%
VIVK vs ELF
+357.0%
-457.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.1% | -14.4% | -12.4% |
| 7D | -1.4% | +5.4% | -6.7% | -1.6% |
| 30D | -43.6% | +27.0% | -70.6% | -44.3% |
| 3M | -95.1% | +113.2% | -208.3% | -95.4% |
| 6M | -98.2% | +36.6% | -134.8% | -98.2% |
| YTD | -97.9% | +44.2% | -142.1% | -98.0% |
| 1Y | -100.0% | -18.0% | -82.0% | -100.0% |
| 3Y | -100.0% | -19.9% | -80.0% | -100.0% |
| 5Y | -100.0% | +257.7% | -357.7% | -100.0% |
| All | -100.0% | +357.0% | -457.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling