-100.0%
VIVK vs ESI
+73.2%
-173.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.5% | +6.9% | +3.5% |
| 7D | -9.5% | -2.3% | -7.2% | -9.1% |
| 30D | -35.1% | -9.0% | -26.1% | -33.7% |
| 3M | -93.4% | -13.3% | -80.1% | -93.2% |
| 6M | -98.0% | +5.3% | -103.3% | -98.1% |
| YTD | -97.9% | +37.6% | -135.5% | -98.1% |
| 1Y | -100.0% | +33.6% | -133.6% | -100.0% |
| All | -100.0% | +73.2% | -173.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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