-100.0%
VIVK vs ES
+437.1%
-537.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.6% | -11.7% | -12.2% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | -43.6% | -2.0% | -41.7% | -43.4% |
| 3M | -95.1% | +1.7% | -96.8% | -95.2% |
| 6M | -98.2% | -3.5% | -94.7% | -98.2% |
| YTD | -97.9% | +7.9% | -105.8% | -98.0% |
| 1Y | -100.0% | +17.2% | -117.1% | -100.0% |
| 3Y | -100.0% | +29.3% | -129.3% | -100.0% |
| 5Y | -100.0% | -5.7% | -94.2% | -100.0% |
| 10Y | -100.0% | +85.2% | -185.2% | -100.0% |
| All | -100.0% | +437.1% | -537.1% | -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