+7.2%
XLP vs VIVK
-100.0%
+107.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.3% | -0.7% |
| 7D | -1.4% | +13.1% | -14.5% | -1.4% |
| 30D | -1.3% | -29.7% | +28.4% | -1.3% |
| 3M | +1.8% | -93.0% | +94.8% | +1.9% |
| 6M | -0.8% | -98.0% | +97.2% | -0.8% |
| YTD | +9.5% | -97.8% | +107.3% | +9.3% |
| 1Y | +7.2% | -100.0% | +107.1% | +7.7% |
| All | +7.2% | -100.0% | +107.1% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling