+159.8%
XLB vs VIVK
-100.0%
+259.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +0.4% |
| 7D | -2.8% | -4.4% | +1.5% | -2.8% |
| 30D | -3.1% | -40.8% | +37.7% | -2.8% |
| 3M | -0.2% | -94.1% | +94.0% | +1.2% |
| 6M | +3.1% | -98.2% | +101.3% | +4.8% |
| YTD | +13.3% | -98.0% | +111.3% | +14.6% |
| 1Y | +12.0% | -100.0% | +112.0% | +15.7% |
| 3Y | +31.4% | -100.0% | +131.4% | +35.0% |
| 5Y | +33.9% | -100.0% | +133.9% | +37.5% |
| All | +159.8% | -100.0% | +259.8% | +162.0% |
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 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