+32.5%
XLB vs VIVK
-100.0%
+132.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.3% | -1.0% |
| 7D | -2.9% | -7.9% | +4.9% | -2.9% |
| 30D | -3.4% | -42.0% | +38.6% | -3.2% |
| 3M | +1.6% | -92.5% | +94.1% | +2.6% |
| 6M | +3.6% | -98.0% | +101.6% | +5.0% |
| YTD | +14.2% | -97.9% | +112.2% | +15.3% |
| 1Y | +15.6% | -100.0% | +115.6% | +19.5% |
| All | +32.5% | -100.0% | +132.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling