+367.0%
PSX vs VIVK
-100.0%
+466.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | +1.5% | -9.5% | +11.0% | +1.6% |
| 30D | +15.8% | -35.1% | +50.9% | +16.3% |
| 3M | +43.0% | -93.4% | +136.4% | +46.3% |
| 6M | +61.1% | -98.0% | +159.1% | +65.5% |
| YTD | +104.5% | -97.9% | +202.4% | +108.0% |
| 1Y | +102.5% | -100.0% | +202.5% | +116.3% |
| 3Y | +133.5% | -100.0% | +233.5% | +146.2% |
| 5Y | +367.0% | -100.0% | +466.9% | +413.6% |
| All | +367.0% | -100.0% | +466.9% | +413.6% |
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