+160.0%
EXPE vs VIVK
-100.0%
+260.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.8% | +1.4% |
| 7D | -5.8% | -4.4% | -1.4% | -5.8% |
| 30D | -13.6% | -40.8% | +27.2% | -13.6% |
| 3M | +25.2% | -94.1% | +119.3% | +25.6% |
| 6M | +22.3% | -98.2% | +120.5% | +22.9% |
| YTD | -0.3% | -98.0% | +97.7% | -0.1% |
| 1Y | +27.8% | -100.0% | +127.8% | +28.8% |
| 3Y | +162.4% | -100.0% | +262.4% | +163.2% |
| 5Y | +95.8% | -100.0% | +195.8% | +96.0% |
| All | +160.0% | -100.0% | +260.0% | +170.5% |
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