+78.2%
BA vs VIVK
-100.0%
+178.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.8% |
| 7D | +2.5% | +13.1% | -10.6% | +2.4% |
| 30D | -10.1% | -29.7% | +19.6% | -10.0% |
| 3M | -2.4% | -93.0% | +90.6% | -1.3% |
| 6M | -8.8% | -98.0% | +89.1% | -7.4% |
| YTD | -2.9% | -97.8% | +94.8% | -1.8% |
| 1Y | -8.8% | -100.0% | +91.2% | -5.9% |
| 3Y | -0.3% | -100.0% | +99.7% | +2.4% |
| 5Y | -0.3% | -100.0% | +99.7% | +2.7% |
| All | +78.2% | -100.0% | +178.2% | +77.8% |
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