-100.0%
VIVK vs EXEL
+59.2%
-159.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.2% | -12.1% | -12.3% |
| 7D | -1.4% | +8.4% | -9.8% | -1.5% |
| 30D | -43.6% | +4.1% | -47.7% | -43.5% |
| 3M | -95.1% | +12.4% | -107.6% | -95.1% |
| 6M | -98.2% | +41.5% | -139.7% | -98.3% |
| YTD | -97.9% | +34.6% | -132.6% | -98.0% |
| 1Y | -100.0% | +57.9% | -157.8% | -100.0% |
| All | -100.0% | +59.2% | -159.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling