-100.0%
VIVK vs EXEL
+842.3%
-942.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.3% | +9.9% | +7.9% |
| 7D | +13.1% | +1.4% | +11.7% | +12.9% |
| 30D | -29.7% | +6.7% | -36.3% | -30.2% |
| 3M | -93.0% | +11.5% | -104.4% | -93.1% |
| 6M | -98.0% | +38.8% | -136.8% | -98.1% |
| YTD | -97.8% | +31.6% | -129.3% | -97.8% |
| 1Y | -100.0% | +53.0% | -153.0% | -100.0% |
| 3Y | -100.0% | +160.8% | -260.8% | -100.0% |
| 5Y | -100.0% | +190.1% | -290.1% | -100.0% |
| 10Y | -100.0% | +367.0% | -467.0% | -100.0% |
| All | -100.0% | +842.3% | -942.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling