-10.1%
BA vs VIVK
-100.0%
+89.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -2.0% |
| 7D | -1.2% | -7.9% | +6.7% | -1.2% |
| 30D | -11.3% | -42.0% | +30.6% | -11.3% |
| 3M | -3.8% | -92.5% | +88.7% | -2.7% |
| 6M | -8.3% | -98.0% | +89.7% | -6.6% |
| YTD | -4.9% | -97.9% | +93.0% | -3.8% |
| 1Y | -10.1% | -100.0% | +89.9% | -7.2% |
| All | -10.1% | -100.0% | +89.9% | -7.2% |
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