+145.5%
EXC vs VIVK
-100.0%
+245.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.3% | +11.3% | -1.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -3.7% | -43.6% | +39.9% | -3.7% |
| 3M | -1.3% | -95.1% | +93.8% | -1.2% |
| 6M | -9.7% | -98.2% | +88.5% | -9.6% |
| YTD | +2.9% | -97.9% | +100.8% | +2.9% |
| 1Y | +4.4% | -100.0% | +104.4% | +4.5% |
| 3Y | +22.2% | -100.0% | +122.2% | +22.3% |
| 5Y | +46.7% | -100.0% | +146.7% | +46.8% |
| 10Y | +155.3% | -100.0% | +255.3% | +156.2% |
| All | +145.5% | -100.0% | +245.5% | +145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling