+341.5%
XLE vs VIVK
-100.0%
+441.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.3% | +11.5% | -0.8% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +11.8% | -43.6% | +55.4% | +11.9% |
| 3M | +9.8% | -95.1% | +105.0% | +10.2% |
| 6M | +15.6% | -98.2% | +113.8% | +16.0% |
| YTD | +45.3% | -97.9% | +143.2% | +45.7% |
| 1Y | +48.3% | -100.0% | +148.3% | +49.4% |
| 3Y | +55.4% | -100.0% | +155.4% | +56.4% |
| 5Y | +216.1% | -100.0% | +316.1% | +218.1% |
| 10Y | +178.4% | -100.0% | +278.4% | +178.5% |
| All | +341.5% | -100.0% | +441.5% | +339.5% |
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