+42.0%
XLP vs VIVK
-100.0%
+142.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +34.1% | -35.4% | -1.3% |
| 7D | +0.7% | -42.9% | +43.7% | +0.8% |
| 30D | +10.3% | -88.6% | +98.9% | +10.7% |
| 3M | +6.5% | -97.7% | +104.2% | +7.4% |
| 6M | +8.4% | -99.9% | +108.3% | +10.1% |
| YTD | +18.2% | -99.9% | +118.1% | +19.5% |
| 1Y | +22.4% | -100.0% | +122.4% | +25.0% |
| 3Y | +41.9% | -100.0% | +141.9% | +44.9% |
| All | +42.0% | -100.0% | +142.0% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling