+217.6%
BAC vs VIVK
-100.0%
+317.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +1.1% |
| 7D | +3.2% | -57.7% | +60.9% | +3.9% |
| 30D | -0.7% | -87.3% | +86.6% | +0.7% |
| 3M | -20.0% | -98.9% | +78.9% | -17.4% |
| 6M | +3.4% | -100.0% | +103.4% | +8.7% |
| YTD | -5.7% | -100.0% | +94.2% | -1.7% |
| 1Y | -1.4% | -100.0% | +98.6% | +5.0% |
| 3Y | +97.9% | -100.0% | +197.9% | +110.9% |
| 5Y | +22.9% | -100.0% | +122.9% | +31.5% |
| All | +217.6% | -100.0% | +317.6% | +237.7% |
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 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