+164.0%
PAYX vs VIVK
-100.0%
+264.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | -4.9% | -4.4% | -0.5% | -4.8% |
| 30D | -3.8% | -40.8% | +37.0% | -3.5% |
| 3M | +17.9% | -94.1% | +112.0% | +19.7% |
| 6M | +26.1% | -98.2% | +124.3% | +28.6% |
| YTD | +6.7% | -98.0% | +104.8% | +8.4% |
| 1Y | -10.7% | -100.0% | +89.2% | -7.6% |
| 3Y | +7.0% | -100.0% | +107.0% | +10.3% |
| 5Y | +22.6% | -100.0% | +122.6% | +26.4% |
| All | +164.0% | -100.0% | +264.0% | +158.0% |
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