+16.9%
XLB vs VIVK
-100.0%
+116.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.3% | +12.0% | -0.3% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | -0.4% | -43.6% | +43.2% | -0.2% |
| 3M | +2.0% | -95.1% | +97.1% | +3.1% |
| 6M | +1.8% | -98.2% | +100.0% | +3.1% |
| YTD | +16.6% | -97.9% | +114.5% | +17.5% |
| 1Y | +16.9% | -100.0% | +116.9% | +22.0% |
| All | +16.9% | -100.0% | +116.9% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling