+105.4%
EXE vs VIVK
-100.0%
+205.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.2% | +0.2% |
| 7D | -2.2% | -9.5% | +7.3% | -2.1% |
| 30D | -0.8% | -35.1% | +34.3% | -0.5% |
| 3M | +10.0% | -93.4% | +103.4% | +11.6% |
| 6M | -6.3% | -98.0% | +91.6% | -4.7% |
| YTD | -10.7% | -97.9% | +87.2% | -10.0% |
| 1Y | +2.7% | -100.0% | +102.6% | +8.8% |
| 3Y | +19.1% | -100.0% | +119.1% | +24.0% |
| 5Y | +105.4% | -100.0% | +205.4% | +123.6% |
| All | +105.4% | -100.0% | +205.4% | +123.6% |
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