+163.4%
XOP vs VIVK
-100.0%
+263.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | +1.6% | -9.5% | +11.1% | +1.8% |
| 30D | +9.6% | -35.1% | +44.7% | +10.4% |
| 3M | +16.9% | -93.4% | +110.3% | +21.1% |
| 6M | +24.0% | -98.0% | +122.0% | +29.4% |
| YTD | +56.2% | -97.9% | +154.1% | +60.6% |
| 1Y | +51.8% | -100.0% | +151.8% | +67.4% |
| 3Y | +37.0% | -100.0% | +136.9% | +47.8% |
| 5Y | +163.4% | -100.0% | +263.4% | +200.3% |
| All | +163.4% | -100.0% | +263.4% | +200.3% |
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 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