+2,247.9%
XLK vs VIVK
-100.0%
+2,347.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.4% |
| 7D | -0.4% | -9.5% | +9.1% | -0.4% |
| 30D | -0.5% | -35.1% | +34.6% | -0.5% |
| 3M | +5.0% | -93.4% | +98.3% | +5.1% |
| 6M | +32.9% | -98.0% | +130.8% | +33.0% |
| YTD | +29.0% | -97.9% | +126.8% | +29.1% |
| 1Y | +37.8% | -100.0% | +137.8% | +38.1% |
| 3Y | +118.7% | -100.0% | +218.7% | +119.1% |
| 5Y | +145.6% | -100.0% | +245.5% | +146.0% |
| 10Y | +791.5% | -100.0% | +891.5% | +792.3% |
| All | +2,247.9% | -100.0% | +2,347.9% | +2,269.0% |
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