+215.2%
XLY vs VIVK
-100.0%
+315.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +0.9% |
| 7D | -1.7% | -4.4% | +2.7% | -1.7% |
| 30D | -4.2% | -40.8% | +36.6% | -4.1% |
| 3M | -2.7% | -94.1% | +91.5% | -2.0% |
| 6M | -0.6% | -98.2% | +97.6% | +0.2% |
| YTD | -5.0% | -98.0% | +93.0% | -4.5% |
| 1Y | -4.1% | -100.0% | +95.9% | -2.4% |
| 3Y | +33.6% | -100.0% | +133.6% | +35.6% |
| 5Y | +28.7% | -100.0% | +128.7% | +30.6% |
| All | +215.2% | -100.0% | +315.2% | +216.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling