+34.0%
XLB vs VIVK
-100.0%
+134.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 6M | +3.1% | -98.2% | +101.3% | +5.2% |
| YTD | +13.3% | -98.0% | +111.3% | +14.9% |
| 1Y | +12.0% | -100.0% | +112.0% | +17.2% |
| 3Y | +31.4% | -100.0% | +131.4% | +35.9% |
| All | +34.0% | -100.0% | +134.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling