+128.8%
XLP vs VIVK
-100.0%
+228.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.6% | +24.5% | +1.0% |
| 7D | +0.1% | -44.2% | +44.3% | +0.2% |
| 30D | +8.9% | -90.0% | +99.0% | +9.5% |
| 3M | +7.5% | -98.0% | +105.5% | +8.5% |
| 6M | +9.4% | -99.9% | +109.4% | +11.4% |
| YTD | +19.3% | -99.9% | +119.2% | +20.9% |
| 1Y | +21.7% | -100.0% | +121.7% | +24.4% |
| 3Y | +44.0% | -100.0% | +144.0% | +47.1% |
| 5Y | +42.8% | -100.0% | +142.8% | +46.2% |
| 10Y | +128.8% | -100.0% | +228.8% | +130.8% |
| All | +128.8% | -100.0% | +228.8% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling