+149.7%
XBI vs VIVK
-100.0%
+249.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | -0.4% |
| 7D | -4.6% | -4.4% | -0.3% | -4.6% |
| 30D | -2.0% | -40.8% | +38.8% | -1.8% |
| 3M | +17.8% | -94.1% | +111.9% | +18.8% |
| 6M | +23.7% | -98.2% | +121.9% | +25.1% |
| YTD | +28.2% | -98.0% | +126.2% | +29.3% |
| 1Y | +64.0% | -100.0% | +163.9% | +67.5% |
| 3Y | +99.4% | -100.0% | +199.4% | +102.9% |
| 5Y | +19.3% | -100.0% | +119.3% | +21.6% |
| All | +149.7% | -100.0% | +249.7% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling