+353.3%
XOM vs VIVK
-100.0%
+453.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | +1.9% | -9.5% | +11.3% | +1.9% |
| 30D | +4.1% | -35.1% | +39.2% | +4.1% |
| 3M | +10.4% | -93.4% | +103.8% | +10.8% |
| 6M | +13.0% | -98.0% | +111.0% | +13.5% |
| YTD | +40.1% | -97.9% | +137.9% | +40.5% |
| 1Y | +51.1% | -100.0% | +151.1% | +52.3% |
| 3Y | +57.7% | -100.0% | +157.7% | +58.8% |
| 5Y | +264.7% | -100.0% | +364.7% | +267.2% |
| 10Y | +193.1% | -100.0% | +293.1% | +193.1% |
| All | +353.3% | -100.0% | +453.3% | +335.3% |
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