+52.6%
XOM vs VIVK
-100.0%
+152.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -27.5% | +22.8% | -4.4% |
| 7D | -7.0% | -68.7% | +61.7% | -6.6% |
| 30D | +3.2% | -90.0% | +93.2% | +4.3% |
| 3M | +10.7% | -98.1% | +108.7% | +13.0% |
| 6M | +11.6% | -99.9% | +111.5% | +14.2% |
| YTD | +43.5% | -99.9% | +143.4% | +44.8% |
| 1Y | +52.6% | -100.0% | +152.6% | +55.2% |
| All | +52.6% | -100.0% | +152.6% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling