-100.0%
VIVK vs XHB
+21.1%
-121.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +2.9% |
| 7D | -9.5% | -5.2% | -4.2% | -8.5% |
| 30D | -35.1% | -12.1% | -23.0% | -33.2% |
| 3M | -93.4% | -6.2% | -87.1% | -93.3% |
| 6M | -98.0% | -6.7% | -91.3% | -98.0% |
| YTD | -97.9% | -5.5% | -92.4% | -97.8% |
| 1Y | -100.0% | -15.6% | -84.3% | -100.0% |
| All | -100.0% | +21.1% | -121.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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