+225.0%
XLE vs VIVK
-100.0%
+325.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.7% | -6.5% | +1.0% |
| 7D | 0.0% | +13.1% | -13.1% | -0.2% |
| 30D | +12.6% | -29.7% | +42.3% | +13.2% |
| 3M | +11.8% | -93.0% | +104.8% | +15.2% |
| 6M | +16.1% | -98.0% | +114.0% | +20.4% |
| YTD | +46.9% | -97.8% | +144.6% | +50.3% |
| 1Y | +53.3% | -100.0% | +153.2% | +67.0% |
| 3Y | +54.9% | -100.0% | +154.9% | +65.5% |
| All | +225.0% | -100.0% | +325.0% | +257.4% |
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