+55.0%
XOP vs VIVK
-100.0%
+155.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.2% |
| 7D | +2.6% | -4.4% | +7.0% | +2.7% |
| 30D | +9.6% | -40.8% | +50.4% | +10.3% |
| 3M | +20.4% | -94.1% | +114.5% | +23.9% |
| 6M | +19.9% | -98.2% | +118.1% | +24.3% |
| YTD | +56.4% | -98.0% | +154.4% | +60.4% |
| 1Y | +52.4% | -100.0% | +152.4% | +63.3% |
| 3Y | +39.9% | -100.0% | +139.9% | +48.5% |
| 5Y | +163.7% | -100.0% | +263.7% | +180.4% |
| All | +55.0% | -100.0% | +155.0% | +57.7% |
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