-100.0%
VIVK vs XHB
+33.0%
-133.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.6% |
| 7D | -4.4% | -4.6% | +0.3% | -3.8% |
| 30D | -40.8% | -9.1% | -31.7% | -40.0% |
| 3M | -94.1% | -8.6% | -85.6% | -94.1% |
| 6M | -98.2% | -4.0% | -94.2% | -98.2% |
| YTD | -98.0% | -3.9% | -94.1% | -98.0% |
| 1Y | -100.0% | -16.5% | -83.5% | -100.0% |
| 3Y | -100.0% | +22.6% | -122.6% | -100.0% |
| All | -100.0% | +33.0% | -133.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling