+179.3%
EXE vs VIVK
-100.0%
+279.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.7% | -7.4% | +0.2% |
| 7D | -1.8% | +13.1% | -14.8% | -1.9% |
| 30D | +6.4% | -29.7% | +36.1% | +6.6% |
| 3M | +9.2% | -93.0% | +102.2% | +10.3% |
| 6M | -7.0% | -98.0% | +91.0% | -5.9% |
| YTD | -9.5% | -97.8% | +88.3% | -9.1% |
| 1Y | +6.2% | -100.0% | +106.2% | +10.9% |
| 3Y | +20.7% | -100.0% | +120.7% | +24.4% |
| 5Y | +103.6% | -100.0% | +203.6% | +110.5% |
| All | +179.3% | -100.0% | +279.3% | +192.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling