+34.1%
XLP vs VIVK
-100.0%
+134.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.3% | +11.5% | -0.8% |
| 7D | -1.0% | -1.4% | +0.4% | -1.0% |
| 30D | -0.9% | -43.6% | +42.7% | -0.8% |
| 3M | +3.8% | -95.1% | +98.9% | +4.5% |
| 6M | -1.7% | -98.2% | +96.5% | -1.0% |
| YTD | +10.3% | -97.9% | +108.2% | +10.7% |
| 1Y | +7.8% | -100.0% | +107.8% | +9.8% |
| 3Y | +27.2% | -100.0% | +127.2% | +28.8% |
| All | +34.1% | -100.0% | +134.1% | +35.6% |
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 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