-100.0%
VIVK vs EXEL
+160.7%
-260.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +4.0% | +2.4% |
| 7D | -9.5% | -2.9% | -6.6% | -9.5% |
| 30D | -35.1% | +11.9% | -47.0% | -34.9% |
| 3M | -93.4% | +9.2% | -102.6% | -93.3% |
| 6M | -98.0% | +39.1% | -137.1% | -98.0% |
| YTD | -97.9% | +31.0% | -128.9% | -97.8% |
| 1Y | -100.0% | +52.3% | -152.3% | -100.0% |
| All | -100.0% | +160.7% | -260.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling