-100.0%
VIVK vs ES
-4.5%
-95.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.9% | -5.9% |
| 7D | -7.9% | 0.0% | -7.9% | -7.8% |
| 30D | -42.0% | -1.0% | -40.9% | -41.7% |
| 3M | -92.5% | +1.5% | -94.0% | -92.6% |
| 6M | -98.0% | -3.5% | -94.5% | -98.0% |
| YTD | -97.9% | +7.0% | -104.9% | -98.0% |
| 1Y | -100.0% | +15.3% | -115.3% | -100.0% |
| 3Y | -100.0% | +30.2% | -130.2% | -100.0% |
| 5Y | -100.0% | -4.3% | -95.7% | -100.0% |
| All | -100.0% | -4.5% | -95.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling