+366.3%
BA vs VIVK
-100.0%
+466.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -14.3% | +15.0% | +0.7% |
| 7D | -1.4% | -48.0% | +46.6% | -1.4% |
| 30D | -7.9% | -88.4% | +80.5% | -7.8% |
| 3M | -25.2% | -98.7% | +73.6% | -25.0% |
| 6M | -26.7% | -100.0% | +73.2% | -26.4% |
| YTD | -19.6% | -100.0% | +80.3% | -19.3% |
| 1Y | -10.6% | -100.0% | +89.4% | -10.1% |
| 3Y | -11.2% | -100.0% | +88.8% | -10.8% |
| 5Y | -20.4% | -100.0% | +79.6% | -20.0% |
| 10Y | +26.8% | -100.0% | +126.8% | +27.1% |
| All | +366.3% | -100.0% | +466.3% | +382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling