+120.4%
XLK vs VIVK
-100.0%
+220.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.4% | +8.7% | +1.3% |
| 7D | +0.2% | -4.4% | +4.6% | +0.2% |
| 30D | -0.6% | -40.8% | +40.2% | -0.5% |
| 3M | +2.6% | -94.1% | +96.7% | +3.1% |
| 6M | +34.0% | -98.2% | +132.2% | +35.1% |
| YTD | +30.7% | -98.0% | +128.7% | +31.3% |
| 1Y | +39.2% | -100.0% | +139.2% | +41.4% |
| 3Y | +120.4% | -100.0% | +220.4% | +110.6% |
| All | +120.4% | -100.0% | +220.4% | +110.6% |
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