-100.0%
VIVK vs ET
+96.2%
-196.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.8% | -6.6% | -6.8% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -40.8% | +2.9% | -43.7% | -41.9% |
| 3M | -94.1% | +16.8% | -110.9% | -94.7% |
| 6M | -98.2% | +18.9% | -117.1% | -98.4% |
| YTD | -98.0% | +37.7% | -135.7% | -98.4% |
| 1Y | -100.0% | +32.4% | -132.4% | -100.0% |
| 3Y | -100.0% | +99.5% | -199.5% | -100.0% |
| All | -100.0% | +96.2% | -196.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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