-100.0%
VIVK vs EXPD
+59.0%
-159.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.5% |
| 7D | -9.5% | +1.2% | -10.6% | -9.4% |
| 30D | -35.1% | +6.8% | -41.9% | -34.9% |
| 3M | -93.4% | +14.9% | -108.3% | -93.2% |
| 6M | -98.0% | +34.6% | -132.6% | -97.9% |
| YTD | -97.9% | +27.7% | -125.6% | -97.9% |
| 1Y | -100.0% | +57.7% | -157.6% | -100.0% |
| All | -100.0% | +59.0% | -159.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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