+177.8%
XLE vs VIVK
-100.0%
+277.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | +0.4% |
| 7D | +1.7% | -4.4% | +6.1% | +1.7% |
| 30D | +6.7% | -40.8% | +47.5% | +7.3% |
| 3M | +14.9% | -94.1% | +109.0% | +17.3% |
| 6M | +15.9% | -98.2% | +114.1% | +18.9% |
| YTD | +47.7% | -98.0% | +145.7% | +50.3% |
| 1Y | +50.7% | -100.0% | +150.7% | +58.2% |
| 3Y | +57.9% | -100.0% | +157.9% | +64.7% |
| 5Y | +227.0% | -100.0% | +327.0% | +241.2% |
| All | +177.8% | -100.0% | +277.8% | +180.9% |
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