+40.7%
XLC vs VIVK
-100.0%
+140.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.5% | +8.5% | +1.1% |
| 7D | +3.7% | -57.7% | +61.4% | +3.9% |
| 30D | -1.9% | -87.3% | +85.4% | -1.6% |
| 3M | -3.1% | -98.9% | +95.8% | -2.2% |
| 6M | -6.4% | -100.0% | +93.6% | -4.7% |
| YTD | -6.8% | -100.0% | +93.1% | -5.3% |
| 1Y | -1.7% | -100.0% | +98.3% | +0.5% |
| 3Y | +64.7% | -100.0% | +164.7% | +68.1% |
| All | +40.7% | -100.0% | +140.7% | +41.8% |
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