+81.8%
XLI vs VIVK
-100.0%
+181.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.1% |
| 7D | -1.7% | -4.4% | +2.7% | -1.6% |
| 30D | -7.3% | -40.8% | +33.5% | -7.0% |
| 3M | -1.3% | -94.1% | +92.8% | +0.1% |
| 6M | +2.2% | -98.2% | +100.4% | +4.1% |
| YTD | +11.7% | -98.0% | +109.7% | +13.0% |
| 1Y | +14.3% | -100.0% | +114.2% | +18.7% |
| 3Y | +70.3% | -100.0% | +170.3% | +75.2% |
| All | +81.8% | -100.0% | +181.8% | +86.2% |
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