-100.0%
VIVK vs ES
+444.2%
-544.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.9% | -10.4% | -9.7% |
| 7D | -38.6% | -1.1% | -37.6% | -38.6% |
| 30D | -87.7% | +8.2% | -95.9% | -88.0% |
| 3M | -98.9% | +0.6% | -99.5% | -98.9% |
| 6M | -100.0% | +6.0% | -105.9% | -100.0% |
| YTD | -100.0% | +9.3% | -109.3% | -100.0% |
| 1Y | -100.0% | +1.1% | -101.1% | -100.0% |
| 3Y | -100.0% | +51.9% | -151.9% | -100.0% |
| 5Y | -100.0% | +6.5% | -106.5% | -100.0% |
| 10Y | -100.0% | +94.8% | -194.8% | -100.0% |
| All | -100.0% | +444.2% | -544.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling