+73.1%
BAC vs VIVK
-100.0%
+173.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.9% |
| 3M | +15.7% | -92.5% | +108.2% | +18.0% |
| 6M | +32.2% | -98.0% | +130.2% | +35.7% |
| YTD | +15.8% | -97.9% | +113.7% | +17.6% |
| 1Y | +27.3% | -100.0% | +127.2% | +36.5% |
| 3Y | +137.5% | -100.0% | +237.4% | +150.5% |
| 5Y | +73.1% | -100.0% | +173.1% | +85.3% |
| All | +73.1% | -100.0% | +173.1% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling