+51.2%
XLE vs VIVK
-100.0%
+151.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.2% | +0.9% |
| 7D | +0.3% | -7.9% | +8.2% | +0.4% |
| 30D | +8.5% | -42.0% | +50.5% | +8.8% |
| 3M | +14.6% | -92.5% | +107.1% | +15.3% |
| 6M | +17.6% | -98.0% | +115.6% | +18.1% |
| YTD | +48.1% | -97.9% | +146.0% | +48.0% |
| All | +51.2% | -100.0% | +151.1% | +48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling