-100.0%
VIVK vs EXPD
+636.2%
-736.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.9% | -13.2% | -12.3% |
| 7D | -1.4% | -1.1% | -0.2% | -1.4% |
| 30D | -43.6% | +4.1% | -47.7% | -43.6% |
| 3M | -95.1% | +17.9% | -113.0% | -95.1% |
| 6M | -98.2% | +29.2% | -127.4% | -98.2% |
| YTD | -97.9% | +27.4% | -125.3% | -97.9% |
| 1Y | -100.0% | +56.8% | -156.8% | -100.0% |
| 3Y | -100.0% | +68.0% | -168.0% | -100.0% |
| 5Y | -100.0% | +61.9% | -161.9% | -100.0% |
| 10Y | -100.0% | +316.0% | -416.0% | -100.0% |
| All | -100.0% | +636.2% | -736.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling