-100.0%
VIVK vs EXR
+24.5%
-124.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.7% | +7.7% |
| 7D | +13.1% | -0.7% | +13.7% | +13.2% |
| 30D | -29.7% | -6.9% | -22.7% | -28.8% |
| 3M | -93.0% | -3.0% | -90.0% | -92.9% |
| 6M | -98.0% | -2.9% | -95.0% | -98.0% |
| YTD | -97.8% | +9.3% | -107.0% | -97.8% |
| 1Y | -100.0% | -0.9% | -99.0% | -100.0% |
| All | -100.0% | +24.5% | -124.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling