+69.7%
XLC vs VIVK
-100.0%
+169.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | -1.7% | -9.5% | +7.8% | -1.6% |
| 30D | +0.2% | -35.1% | +35.3% | +0.4% |
| 3M | +0.7% | -93.4% | +94.1% | +1.8% |
| 6M | -4.5% | -98.0% | +93.5% | -3.0% |
| YTD | -4.7% | -97.9% | +93.1% | -3.7% |
| 1Y | -1.5% | -100.0% | +98.5% | +1.5% |
| All | +69.7% | -100.0% | +169.7% | +63.7% |
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