+575.5%
XRT vs VIVK
-100.0%
+675.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.7% | -9.8% | -2.2% |
| 7D | -0.3% | +13.1% | -13.3% | -0.3% |
| 30D | -5.6% | -29.7% | +24.0% | -5.6% |
| 3M | +2.5% | -93.0% | +95.5% | +2.7% |
| 6M | +3.7% | -98.0% | +101.6% | +3.9% |
| YTD | +1.0% | -97.8% | +98.7% | +1.1% |
| 1Y | -1.2% | -100.0% | +98.8% | -0.8% |
| 3Y | +43.4% | -100.0% | +143.3% | +43.8% |
| 5Y | -0.7% | -100.0% | +99.3% | -0.4% |
| 10Y | +123.7% | -100.0% | +223.7% | +123.9% |
| All | +575.5% | -100.0% | +675.5% | +582.1% |
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