+192.9%
XOM vs VIVK
-100.0%
+292.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.8% | +0.5% |
| 7D | +4.1% | -4.4% | +8.5% | +4.1% |
| 30D | +4.6% | -40.8% | +45.4% | +5.1% |
| 3M | +14.0% | -94.1% | +108.1% | +16.6% |
| 6M | +11.0% | -98.2% | +109.2% | +14.0% |
| YTD | +40.7% | -98.0% | +138.7% | +43.4% |
| 1Y | +52.3% | -100.0% | +152.3% | +60.5% |
| 3Y | +60.5% | -100.0% | +160.4% | +68.0% |
| 5Y | +266.4% | -100.0% | +366.4% | +283.4% |
| All | +192.9% | -100.0% | +292.9% | +192.2% |
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 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