+136.8%
XLP vs VIVK
-100.0%
+236.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.3% | +14.8% | +0.5% |
| 7D | -0.5% | -48.0% | +47.5% | -0.4% |
| 30D | +8.3% | -88.4% | +96.8% | +8.8% |
| 3M | +8.7% | -98.7% | +107.4% | +9.8% |
| 6M | +11.2% | -100.0% | +111.1% | +13.2% |
| YTD | +20.0% | -100.0% | +120.0% | +21.7% |
| 1Y | +21.3% | -100.0% | +121.3% | +24.1% |
| 3Y | +43.8% | -100.0% | +143.8% | +47.1% |
| 5Y | +43.3% | -100.0% | +143.3% | +46.8% |
| 10Y | +136.8% | -100.0% | +236.8% | +139.6% |
| All | +136.8% | -100.0% | +236.8% | +139.6% |
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 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