-100.0%
VIVK vs EXR
+3,141.0%
-3,241.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.6% | -24.2% | -23.7% |
| 7D | -44.2% | +2.7% | -46.9% | -44.6% |
| 30D | -90.0% | +18.9% | -109.0% | -90.4% |
| 3M | -98.0% | +8.4% | -106.4% | -98.0% |
| 6M | -99.9% | +14.3% | -114.2% | -99.9% |
| YTD | -99.9% | +27.2% | -127.2% | -99.9% |
| 1Y | -100.0% | +25.9% | -125.9% | -100.0% |
| 3Y | -100.0% | +54.6% | -154.6% | -100.0% |
| 5Y | -100.0% | -0.6% | -99.4% | -100.0% |
| 10Y | -100.0% | +208.5% | -308.5% | -100.0% |
| All | -100.0% | +3,141.0% | -3,241.0% | -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 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