+176.5%
XLE vs VIVK
-100.0%
+276.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +1.6% |
| 7D | +4.4% | -38.6% | +43.0% | +4.7% |
| 30D | -4.3% | -87.7% | +83.5% | -2.7% |
| 3M | +6.0% | -98.9% | +104.9% | +9.9% |
| 6M | +13.2% | -100.0% | +113.2% | +20.1% |
| YTD | +46.7% | -100.0% | +146.7% | +54.0% |
| 1Y | +46.6% | -100.0% | +146.6% | +57.3% |
| 3Y | +69.6% | -100.0% | +169.6% | +82.0% |
| 5Y | +166.5% | -100.0% | +266.5% | +187.1% |
| All | +176.5% | -100.0% | +276.5% | +198.2% |
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