+819.6%
XBI vs VIVK
-100.0%
+919.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -4.6% | -9.5% | +4.9% | -4.6% |
| 30D | -0.8% | -35.1% | +34.3% | -0.8% |
| 3M | +21.8% | -93.4% | +115.2% | +22.0% |
| 6M | +23.2% | -98.0% | +121.2% | +23.4% |
| YTD | +28.7% | -97.9% | +126.6% | +28.9% |
| 1Y | +67.8% | -100.0% | +167.7% | +68.4% |
| 3Y | +100.6% | -100.0% | +200.6% | +101.3% |
| 5Y | +19.8% | -100.0% | +119.8% | +20.2% |
| 10Y | +159.7% | -100.0% | +259.7% | +159.7% |
| All | +819.6% | -100.0% | +919.6% | +819.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling