+935.6%
EXPE vs VIVK
-100.0%
+1,035.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.3% | +10.6% | -1.7% |
| 7D | -9.5% | -1.4% | -8.2% | -9.5% |
| 30D | -6.6% | -43.6% | +37.0% | -6.6% |
| 3M | +31.4% | -95.1% | +126.5% | +31.5% |
| 6M | +35.2% | -98.2% | +133.4% | +35.4% |
| YTD | +5.8% | -97.9% | +103.7% | +5.9% |
| 1Y | +38.7% | -100.0% | +138.6% | +39.0% |
| 3Y | +175.8% | -100.0% | +275.8% | +176.3% |
| 5Y | +111.8% | -100.0% | +211.8% | +112.2% |
| 10Y | +179.7% | -100.0% | +279.7% | +179.6% |
| All | +935.6% | -100.0% | +1,035.6% | +912.4% |
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