+74.2%
XLF vs VIVK
-100.0%
+174.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +0.7% |
| 7D | -1.5% | -4.4% | +2.9% | -1.4% |
| 30D | -1.2% | -40.8% | +39.7% | -0.9% |
| 3M | +9.2% | -94.1% | +103.3% | +10.3% |
| 6M | +16.3% | -98.2% | +114.5% | +17.9% |
| YTD | +5.4% | -98.0% | +103.4% | +6.3% |
| 1Y | +7.6% | -100.0% | +107.6% | +12.2% |
| 3Y | +74.2% | -100.0% | +174.2% | +71.6% |
| All | +74.2% | -100.0% | +174.2% | +71.6% |
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