+178.5%
EXE vs VIVK
-100.0%
+278.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.3% | +11.2% | -1.1% |
| 7D | -0.3% | -1.4% | +1.1% | -0.3% |
| 30D | +8.5% | -43.6% | +52.1% | +8.8% |
| 3M | +5.5% | -95.1% | +100.6% | +6.6% |
| 6M | -5.9% | -98.2% | +92.3% | -4.8% |
| YTD | -9.7% | -97.9% | +88.2% | -9.3% |
| 1Y | +3.6% | -100.0% | +103.5% | +8.4% |
| 3Y | +18.0% | -100.0% | +118.0% | +21.4% |
| 5Y | +109.4% | -100.0% | +209.4% | +116.6% |
| All | +178.5% | -100.0% | +278.5% | +191.4% |
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