+467.0%
BA vs VIVK
-100.0%
+567.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.3% | +13.1% | +0.8% |
| 7D | +1.2% | -1.4% | +2.5% | +1.2% |
| 30D | -11.6% | -43.6% | +32.0% | -11.6% |
| 3M | -2.4% | -95.1% | +92.8% | -2.2% |
| 6M | -6.6% | -98.2% | +91.6% | -6.4% |
| YTD | -2.2% | -97.9% | +95.7% | -2.1% |
| 1Y | -8.0% | -100.0% | +92.0% | -7.7% |
| 3Y | -5.0% | -100.0% | +95.0% | -4.7% |
| 5Y | -2.7% | -100.0% | +97.3% | -2.4% |
| 10Y | +75.9% | -100.0% | +175.9% | +76.0% |
| All | +467.0% | -100.0% | +567.0% | +485.5% |
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