+592.6%
XEL vs VIVK
-100.0%
+692.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.1% |
| 7D | -0.3% | -4.4% | +4.1% | -0.3% |
| 30D | -3.9% | -40.8% | +36.9% | -3.9% |
| 3M | -2.8% | -94.1% | +91.3% | -2.7% |
| 6M | -5.4% | -98.2% | +92.8% | -5.3% |
| YTD | +3.8% | -98.0% | +101.8% | +3.8% |
| 1Y | +6.8% | -100.0% | +106.8% | +7.0% |
| 3Y | +45.6% | -100.0% | +145.6% | +45.8% |
| 5Y | +30.7% | -100.0% | +130.7% | +30.9% |
| 10Y | +151.7% | -100.0% | +251.7% | +152.3% |
| All | +592.6% | -100.0% | +692.6% | +602.1% |
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