-100.0%
VIVK vs EXR
+27.1%
-127.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -0.6% | -22.8% | -23.2% |
| 7D | -75.3% | +6.8% | -82.2% | -76.2% |
| 30D | -92.3% | +19.6% | -111.9% | -93.0% |
| 3M | -98.3% | +8.0% | -106.3% | -98.4% |
| 6M | -99.9% | +17.2% | -117.1% | -99.9% |
| YTD | -99.9% | +27.2% | -127.2% | -99.9% |
| 1Y | -100.0% | +26.1% | -126.1% | -100.0% |
| All | -100.0% | +27.1% | -127.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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