+487.2%
XLP vs VIVK
-100.0%
+587.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.6% | +24.5% | +0.9% |
| 7D | +0.1% | -44.2% | +44.3% | +0.1% |
| 30D | +8.9% | -90.0% | +99.0% | +9.0% |
| 3M | +7.5% | -98.0% | +105.5% | +7.6% |
| 6M | +9.4% | -99.9% | +109.4% | +9.7% |
| YTD | +19.3% | -99.9% | +119.2% | +19.5% |
| 1Y | +21.7% | -100.0% | +121.7% | +22.0% |
| 3Y | +44.0% | -100.0% | +144.0% | +44.3% |
| 5Y | +42.8% | -100.0% | +142.8% | +43.2% |
| 10Y | +128.8% | -100.0% | +228.8% | +129.2% |
| All | +487.2% | -100.0% | +587.2% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling