+45.7%
EXC vs VIVK
-100.0%
+145.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.8% | -0.5% |
| 7D | +0.3% | -7.9% | +8.2% | +0.4% |
| 30D | -0.9% | -42.0% | +41.1% | -0.6% |
| 3M | -2.7% | -92.5% | +89.8% | -1.8% |
| 6M | -9.4% | -98.0% | +88.6% | -8.3% |
| YTD | +3.0% | -97.9% | +100.9% | +4.0% |
| 1Y | +5.1% | -100.0% | +105.1% | +6.9% |
| 3Y | +20.6% | -100.0% | +120.6% | +22.3% |
| 5Y | +45.7% | -100.0% | +145.7% | +48.2% |
| All | +45.7% | -100.0% | +145.7% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 5y: compounded portfolio wealth divided by compounded VIVK 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…
5y analysis · Full analysis span regression · 6 months rolling