-1.8%
XRT vs VIVK
-100.0%
+98.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.3% | +4.7% | -1.6% |
| 7D | -2.4% | -7.9% | +5.5% | -2.4% |
| 30D | -6.9% | -42.0% | +35.0% | -6.7% |
| 3M | -0.4% | -92.5% | +92.1% | +0.9% |
| 6M | +2.2% | -98.0% | +100.2% | +4.1% |
| YTD | -0.7% | -97.9% | +97.2% | +0.6% |
| 1Y | -2.0% | -100.0% | +98.0% | +1.9% |
| 3Y | +41.0% | -100.0% | +141.0% | +44.6% |
| All | -1.8% | -100.0% | +98.2% | +2.3% |
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