-100.0%
VIVK vs ET
+1,002.6%
-1,102.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -9.5% | +1.4% | -10.8% | -9.9% |
| 30D | -35.1% | +4.6% | -39.7% | -36.2% |
| 3M | -93.4% | +16.0% | -109.4% | -93.7% |
| 6M | -98.0% | +22.8% | -120.8% | -98.1% |
| YTD | -97.9% | +38.9% | -136.7% | -98.1% |
| 1Y | -100.0% | +34.1% | -134.0% | -100.0% |
| 3Y | -100.0% | +98.8% | -198.8% | -100.0% |
| 5Y | -100.0% | +246.8% | -346.8% | -100.0% |
| 10Y | -100.0% | +174.4% | -274.4% | -100.0% |
| All | -100.0% | +1,002.6% | -1,102.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling