+1,131.3%
PSX vs VIVK
-99.9%
+1,231.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.6% |
| 7D | +2.8% | +13.1% | -10.2% | +2.8% |
| 30D | +27.8% | -29.7% | +57.4% | +27.8% |
| 3M | +42.0% | -93.0% | +135.0% | +42.6% |
| 6M | +58.1% | -98.0% | +156.1% | +59.0% |
| YTD | +105.0% | -97.8% | +202.8% | +105.8% |
| 1Y | +104.9% | -100.0% | +204.9% | +107.1% |
| 3Y | +134.1% | -100.0% | +234.0% | +136.2% |
| 5Y | +363.8% | -100.0% | +463.8% | +368.2% |
| 10Y | +370.1% | -100.0% | +470.1% | +367.5% |
| All | +1,131.3% | -99.9% | +1,231.2% | +1,055.4% |
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