+257.2%
XOM vs VIVK
-100.0%
+357.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.8% | +0.6% |
| 7D | +4.1% | -4.4% | +8.5% | +4.2% |
| 30D | +4.6% | -40.8% | +45.4% | +5.4% |
| 3M | +14.0% | -94.1% | +108.1% | +17.9% |
| 6M | +11.0% | -98.2% | +109.2% | +15.5% |
| YTD | +40.7% | -98.0% | +138.7% | +44.4% |
| 1Y | +52.3% | -100.0% | +152.3% | +66.6% |
| 3Y | +60.5% | -100.0% | +160.4% | +72.3% |
| All | +257.2% | -100.0% | +357.2% | +295.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling