+350.4%
XLE vs VIVK
-100.0%
+450.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +1.0% |
| 7D | +5.4% | -57.7% | +63.1% | +5.5% |
| 30D | -3.9% | -87.3% | +83.3% | -3.7% |
| 3M | +7.0% | -98.9% | +105.9% | +7.6% |
| 6M | +14.2% | -100.0% | +114.2% | +15.3% |
| YTD | +48.2% | -100.0% | +148.1% | +49.4% |
| 1Y | +47.7% | -100.0% | +147.7% | +49.3% |
| 3Y | +70.0% | -100.0% | +170.0% | +71.9% |
| 5Y | +169.1% | -100.0% | +269.1% | +172.3% |
| 10Y | +180.7% | -100.0% | +280.7% | +182.4% |
| All | +350.4% | -100.0% | +450.4% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling