+26.6%
BA vs VIVK
-100.0%
+126.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -22.8% | +23.3% | +0.7% |
| 7D | 0.0% | -56.0% | +56.0% | +0.3% |
| 30D | -8.9% | -92.3% | +83.4% | -8.1% |
| 3M | -25.5% | -98.6% | +73.1% | -24.2% |
| 6M | -27.0% | -99.9% | +73.0% | -24.5% |
| YTD | -20.1% | -100.0% | +79.8% | -18.0% |
| 1Y | -11.0% | -100.0% | +89.0% | -7.3% |
| 3Y | -11.8% | -100.0% | +88.2% | -8.2% |
| 5Y | -20.6% | -100.0% | +79.4% | -16.9% |
| 10Y | +26.6% | -100.0% | +126.6% | +28.7% |
| All | +26.6% | -100.0% | +126.6% | +28.7% |
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