-11.0%
BA vs VIVK
-100.0%
+89.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -22.8% | +23.3% | +0.5% |
| 7D | 0.0% | -56.0% | +56.0% | -0.4% |
| 30D | -8.9% | -92.3% | +83.4% | -9.7% |
| 3M | -25.5% | -98.6% | +73.1% | -26.3% |
| 6M | -27.0% | -99.9% | +73.0% | -25.9% |
| YTD | -20.1% | -100.0% | +79.8% | -20.0% |
| 1Y | -11.0% | -100.0% | +89.0% | -8.7% |
| All | -11.0% | -100.0% | +89.0% | -8.7% |
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 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