-22.1%
BA vs VIVK
-100.0%
+77.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +34.1% | -33.6% | +0.5% |
| 7D | +1.1% | -42.9% | +44.0% | +1.1% |
| 30D | -7.9% | -88.6% | +80.7% | -7.6% |
| 3M | -25.3% | -97.7% | +72.4% | -24.8% |
| 6M | -24.6% | -99.9% | +75.3% | -22.8% |
| YTD | -20.1% | -99.9% | +79.8% | -18.8% |
| 1Y | -11.8% | -100.0% | +88.2% | -9.3% |
| 3Y | -10.1% | -100.0% | +89.9% | -7.4% |
| All | -22.1% | -100.0% | +77.9% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling