-100.0%
VIVK vs EOSE
-85.5%
-14.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +12.6% | -40.1% | -27.2% |
| 7D | -68.7% | +9.7% | -78.4% | -68.6% |
| 30D | -90.0% | -34.6% | -55.5% | -90.3% |
| 3M | -98.1% | -50.8% | -47.2% | -98.2% |
| 6M | -99.9% | -66.5% | -33.5% | -99.9% |
| YTD | -99.9% | -81.3% | -18.6% | -99.9% |
| 1Y | -100.0% | -84.8% | -15.2% | -100.0% |
| All | -100.0% | -85.5% | -14.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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