-100.0%
VIVK vs EXPD
+61.0%
-161.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +2.7% | -26.3% | -24.0% |
| 7D | -44.2% | -5.5% | -38.8% | -43.4% |
| 30D | -90.0% | -1.9% | -88.1% | -90.0% |
| 3M | -98.0% | +6.1% | -104.1% | -98.0% |
| 6M | -99.9% | +21.6% | -121.6% | -99.9% |
| YTD | -99.9% | +27.9% | -127.8% | -99.9% |
| 1Y | -100.0% | +39.4% | -139.4% | -100.0% |
| 3Y | -100.0% | +72.7% | -172.7% | -100.0% |
| 5Y | -100.0% | +60.3% | -160.3% | -100.0% |
| All | -100.0% | +61.0% | -161.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling