+23.3%
BA vs VIVK
-100.0%
+123.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | 0.0% |
| 7D | -1.1% | -57.7% | +56.6% | -0.8% |
| 30D | -7.1% | -87.3% | +80.1% | -6.5% |
| 3M | -25.5% | -98.9% | +73.4% | -24.2% |
| 6M | -28.7% | -100.0% | +71.2% | -26.3% |
| YTD | -21.0% | -100.0% | +79.0% | -18.8% |
| 1Y | -11.9% | -100.0% | +88.1% | -8.1% |
| 3Y | -16.2% | -100.0% | +83.8% | -12.6% |
| 5Y | -22.4% | -100.0% | +77.6% | -18.5% |
| All | +23.3% | -100.0% | +123.3% | +25.3% |
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