+430.0%
XLU vs VIVK
-100.0%
+530.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.3% |
| 7D | -1.6% | -4.4% | +2.8% | -1.6% |
| 30D | -3.3% | -40.8% | +37.5% | -3.3% |
| 3M | -3.2% | -94.1% | +91.0% | -3.1% |
| 6M | -7.0% | -98.2% | +91.2% | -6.9% |
| YTD | +0.6% | -98.0% | +98.6% | +0.7% |
| 1Y | +2.4% | -100.0% | +102.4% | +2.6% |
| 3Y | +46.3% | -100.0% | +146.2% | +46.5% |
| 5Y | +44.0% | -100.0% | +144.0% | +44.2% |
| 10Y | +140.1% | -100.0% | +240.1% | +140.6% |
| All | +430.0% | -100.0% | +530.0% | +436.1% |
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