+40.1%
PYPL vs VIVK
-100.0%
+140.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.8% |
| 7D | -2.3% | -4.4% | +2.1% | -2.2% |
| 30D | -9.0% | -40.8% | +31.8% | -8.8% |
| 3M | +30.6% | -94.1% | +124.7% | +32.1% |
| 6M | +18.6% | -98.2% | +116.8% | +20.3% |
| YTD | -7.2% | -98.0% | +90.8% | -6.2% |
| 1Y | -19.3% | -100.0% | +80.7% | -17.0% |
| 3Y | -12.3% | -100.0% | +87.7% | -10.4% |
| 5Y | -80.9% | -100.0% | +19.1% | -80.5% |
| All | +40.1% | -100.0% | +140.1% | +34.2% |
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