+102.9%
XLP vs VIVK
-100.0%
+202.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.3% | -0.7% |
| 7D | -1.4% | +13.1% | -14.5% | -1.5% |
| 30D | -1.3% | -29.7% | +28.4% | -1.2% |
| 3M | +1.8% | -93.0% | +94.8% | +2.5% |
| 6M | -0.8% | -98.0% | +97.2% | 0.0% |
| YTD | +9.5% | -97.8% | +107.3% | +10.2% |
| 1Y | +7.2% | -100.0% | +107.1% | +9.2% |
| 3Y | +27.1% | -100.0% | +127.1% | +29.1% |
| 5Y | +32.0% | -100.0% | +132.0% | +34.1% |
| 10Y | +102.9% | -100.0% | +202.9% | +97.0% |
| All | +102.9% | -100.0% | +202.9% | +97.0% |
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 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