+387.9%
BAC vs VIVK
-100.0%
+487.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.3% | +12.3% | 0.0% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -0.4% | -43.6% | +43.2% | -0.3% |
| 3M | +16.9% | -95.1% | +112.0% | +17.3% |
| 6M | +26.6% | -98.2% | +124.8% | +27.0% |
| YTD | +15.8% | -97.9% | +113.7% | +16.1% |
| 1Y | +27.2% | -100.0% | +127.1% | +28.0% |
| 3Y | +132.4% | -100.0% | +232.4% | +133.7% |
| 5Y | +72.6% | -100.0% | +172.6% | +73.6% |
| 10Y | +389.7% | -100.0% | +489.7% | +389.9% |
| All | +387.9% | -100.0% | +487.9% | +413.5% |
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