+1.0%
XLI vs VIVK
-98.0%
+99.1%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -1.5% |
| 7D | -0.6% | -7.9% | +7.3% | -0.6% |
| 30D | -6.9% | -42.0% | +35.0% | -7.2% |
| 3M | -1.9% | -92.5% | +90.6% | -3.5% |
| 6M | +1.0% | -98.0% | +99.0% | -1.1% |
| All | +1.0% | -98.0% | +99.1% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling