-100.0%
VIVK vs XHB
+684.4%
-784.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -6.2% |
| 7D | -7.9% | -1.9% | -6.0% | -7.7% |
| 30D | -42.0% | -8.3% | -33.6% | -41.4% |
| 3M | -92.5% | -7.1% | -85.4% | -92.5% |
| 6M | -98.0% | -5.3% | -92.8% | -98.0% |
| YTD | -97.9% | -3.2% | -94.7% | -97.9% |
| 1Y | -100.0% | -13.9% | -86.1% | -100.0% |
| 3Y | -100.0% | +24.9% | -124.9% | -100.0% |
| 5Y | -100.0% | +34.5% | -134.5% | -100.0% |
| 10Y | -100.0% | +215.5% | -315.4% | -100.0% |
| All | -100.0% | +684.4% | -784.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling