+573.6%
XLF vs VIVK
-100.0%
+673.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.4% |
| 7D | -1.0% | -7.9% | +6.8% | -1.0% |
| 30D | -1.3% | -42.0% | +40.7% | -1.3% |
| 3M | +9.1% | -92.5% | +101.7% | +9.3% |
| 6M | +14.4% | -98.0% | +112.4% | +14.6% |
| YTD | +5.1% | -97.9% | +103.0% | +5.3% |
| 1Y | +8.6% | -100.0% | +108.6% | +9.1% |
| 3Y | +74.4% | -100.0% | +174.4% | +75.1% |
| 5Y | +64.4% | -100.0% | +164.4% | +65.0% |
| 10Y | +251.6% | -100.0% | +351.6% | +251.8% |
| All | +573.6% | -100.0% | +673.6% | +583.5% |
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