-100.0%
VIVK vs EOSE
+42.6%
-142.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.4% |
| 7D | -4.4% | +1.8% | -6.2% | -4.4% |
| 30D | -40.8% | -6.8% | -34.0% | -41.0% |
| 3M | -94.1% | -36.3% | -57.9% | -94.1% |
| 6M | -98.2% | -38.8% | -59.4% | -98.2% |
| YTD | -98.0% | -65.5% | -32.5% | -98.0% |
| 1Y | -100.0% | -45.3% | -54.7% | -100.0% |
| 3Y | -100.0% | +44.2% | -144.1% | -100.0% |
| All | -100.0% | +42.6% | -142.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling