-12.3%
BA vs VIVK
-100.0%
+87.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.6% | +7.8% | -1.8% |
| 7D | -0.6% | -38.6% | +38.1% | -0.7% |
| 30D | -8.0% | -87.7% | +79.7% | -8.8% |
| 3M | -25.8% | -98.9% | +73.1% | -26.7% |
| 6M | -27.6% | -100.0% | +72.4% | -26.8% |
| YTD | -21.0% | -100.0% | +79.0% | -20.9% |
| 1Y | -12.3% | -100.0% | +87.7% | -9.2% |
| All | -12.3% | -100.0% | +87.7% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling