+169.7%
EXE vs VIVK
-100.0%
+269.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | -2.1% |
| 7D | -3.1% | -4.4% | +1.2% | -3.1% |
| 30D | -0.9% | -40.8% | +39.9% | -0.6% |
| 3M | +9.6% | -94.1% | +103.7% | +10.7% |
| 6M | -11.6% | -98.2% | +86.6% | -10.6% |
| YTD | -12.6% | -98.0% | +85.5% | -12.2% |
| 1Y | +1.2% | -100.0% | +101.1% | +5.4% |
| 3Y | +18.0% | -100.0% | +118.0% | +21.6% |
| 5Y | +101.1% | -100.0% | +201.1% | +108.2% |
| All | +169.7% | -100.0% | +269.7% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling