-100.0%
VIVK vs ES
+53.3%
-153.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.8% | -8.3% | -7.6% |
| 7D | -57.7% | +2.7% | -60.4% | -57.9% |
| 30D | -87.3% | +7.6% | -94.9% | -87.6% |
| 3M | -98.9% | +0.5% | -99.4% | -98.9% |
| 6M | -100.0% | +7.6% | -107.5% | -100.0% |
| YTD | -100.0% | +10.2% | -110.2% | -100.0% |
| 1Y | -100.0% | +1.8% | -101.8% | -100.0% |
| 3Y | -100.0% | +55.4% | -155.4% | -100.0% |
| All | -100.0% | +53.3% | -153.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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