+65.8%
XLE vs VIVK
-100.0%
+165.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.3% | +16.2% | +2.0% |
| 7D | -0.2% | -48.0% | +47.8% | +0.1% |
| 30D | -4.0% | -88.4% | +84.4% | -2.9% |
| 3M | +4.6% | -98.7% | +103.3% | +7.4% |
| 6M | +12.3% | -100.0% | +112.3% | +17.2% |
| YTD | +44.5% | -100.0% | +144.5% | +49.1% |
| 1Y | +42.4% | -100.0% | +142.4% | +49.8% |
| All | +65.8% | -100.0% | +165.8% | +72.7% |
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