-100.0%
VIVK vs EXR
+149.6%
-249.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -9.5% | -3.2% | -6.3% | -8.8% |
| 30D | -35.1% | -6.9% | -28.2% | -34.2% |
| 3M | -93.4% | -7.8% | -85.6% | -93.2% |
| 6M | -98.0% | -4.9% | -93.1% | -98.0% |
| YTD | -97.9% | +7.2% | -105.0% | -97.9% |
| 1Y | -100.0% | -1.5% | -98.5% | -100.0% |
| 3Y | -100.0% | +22.3% | -122.3% | -100.0% |
| 5Y | -100.0% | -10.9% | -89.1% | -100.0% |
| All | -100.0% | +149.6% | -249.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling