+143.7%
XLC vs VIVK
-100.0%
+243.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.0% |
| 7D | +0.5% | -4.4% | +4.9% | +0.5% |
| 30D | +2.1% | -40.8% | +42.9% | +2.3% |
| 3M | +0.7% | -94.1% | +94.8% | +1.8% |
| 6M | -3.2% | -98.2% | +95.0% | -1.9% |
| YTD | -3.8% | -98.0% | +94.2% | -2.8% |
| 1Y | -2.0% | -100.0% | +97.9% | +0.5% |
| 3Y | +71.4% | -100.0% | +171.3% | +75.0% |
| 5Y | +40.7% | -100.0% | +140.7% | +44.1% |
| All | +143.7% | -100.0% | +243.7% | +149.6% |
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