+44.8%
XLP vs VIVK
-100.0%
+144.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.5% | +8.9% | +1.4% |
| 7D | +2.5% | -57.7% | +60.2% | +2.4% |
| 30D | +7.3% | -87.3% | +94.6% | +7.2% |
| 3M | +8.1% | -98.9% | +107.0% | +8.1% |
| 6M | +10.5% | -100.0% | +110.4% | +10.9% |
| YTD | +21.2% | -100.0% | +121.1% | +21.3% |
| 1Y | +22.7% | -100.0% | +122.7% | +23.6% |
| 3Y | +44.8% | -100.0% | +144.8% | +46.0% |
| All | +44.8% | -100.0% | +144.8% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling