-100.0%
VIVK vs EXR
+2,685.1%
-2,785.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.2% | -11.1% | -12.1% |
| 7D | -1.4% | -2.6% | +1.2% | -0.9% |
| 30D | -43.6% | -7.2% | -36.4% | -42.8% |
| 3M | -95.1% | -3.5% | -91.6% | -95.1% |
| 6M | -98.2% | -5.3% | -92.9% | -98.2% |
| YTD | -97.9% | +9.4% | -107.3% | -97.9% |
| 1Y | -100.0% | +1.3% | -101.3% | -100.0% |
| 3Y | -100.0% | +22.4% | -122.4% | -100.0% |
| 5Y | -100.0% | -12.2% | -87.8% | -100.0% |
| 10Y | -100.0% | +148.6% | -248.6% | -100.0% |
| All | -100.0% | +2,685.1% | -2,785.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling