+120.8%
EXPE vs VIVK
-100.0%
+220.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.3% | -1.2% |
| 7D | -0.5% | -57.7% | +57.2% | -0.9% |
| 30D | -6.1% | -87.3% | +81.2% | -6.8% |
| 3M | -21.3% | -98.9% | +77.6% | -22.6% |
| 6M | +19.0% | -100.0% | +119.0% | +16.6% |
| YTD | -8.4% | -100.0% | +91.5% | -10.6% |
| 1Y | -2.8% | -100.0% | +97.2% | -5.9% |
| 3Y | +120.8% | -100.0% | +220.8% | +108.4% |
| All | +120.8% | -100.0% | +220.8% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling