+391.9%
BAC vs VIVK
-100.0%
+491.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -0.3% | -9.5% | +9.2% | -0.2% |
| 30D | -1.8% | -35.1% | +33.4% | -1.4% |
| 3M | +15.3% | -93.4% | +108.6% | +17.2% |
| 6M | +30.2% | -98.0% | +128.1% | +32.9% |
| YTD | +15.6% | -97.9% | +113.4% | +17.2% |
| 1Y | +27.5% | -100.0% | +127.4% | +33.3% |
| 3Y | +137.0% | -100.0% | +237.0% | +146.4% |
| 5Y | +75.6% | -100.0% | +175.6% | +82.7% |
| All | +391.9% | -100.0% | +491.9% | +384.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling