-100.0%
VIVK vs EXR
-1.1%
-98.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | -0.8% | -22.0% | -22.7% |
| 7D | -56.0% | +1.7% | -57.7% | -56.1% |
| 30D | -92.3% | +18.0% | -110.3% | -92.5% |
| 3M | -98.6% | +9.7% | -108.3% | -98.7% |
| 6M | -99.9% | +13.4% | -113.4% | -99.9% |
| YTD | -100.0% | +26.3% | -126.2% | -100.0% |
| 1Y | -100.0% | +27.6% | -127.6% | -100.0% |
| 3Y | -100.0% | +52.2% | -152.2% | -100.0% |
| All | -100.0% | -1.1% | -98.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling