+687.0%
XLV vs VIVK
-100.0%
+787.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.2% |
| 7D | -3.6% | -4.4% | +0.8% | -3.6% |
| 30D | -1.8% | -40.8% | +39.0% | -1.8% |
| 3M | +7.8% | -94.1% | +101.9% | +7.8% |
| 6M | +9.1% | -98.2% | +107.3% | +9.1% |
| YTD | +7.7% | -98.0% | +105.7% | +7.7% |
| 1Y | +20.4% | -100.0% | +120.4% | +20.4% |
| 3Y | +30.8% | -100.0% | +130.8% | +30.7% |
| 5Y | +34.6% | -100.0% | +134.6% | +34.6% |
| 10Y | +173.4% | -100.0% | +273.4% | +174.1% |
| All | +687.0% | -100.0% | +787.0% | +709.2% |
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