+136.4%
BAC vs VIVK
-100.0%
+236.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.8% | +0.5% |
| 7D | +0.6% | -7.9% | +8.5% | +0.7% |
| 30D | -1.4% | -42.0% | +40.6% | -0.8% |
| 3M | +15.7% | -92.5% | +108.2% | +18.2% |
| 6M | +32.2% | -98.0% | +130.2% | +35.9% |
| YTD | +15.8% | -97.9% | +113.7% | +17.5% |
| 1Y | +27.3% | -100.0% | +127.2% | +40.4% |
| All | +136.4% | -100.0% | +236.4% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling