+293.2%
BAC vs VIVK
-100.0%
+393.2%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.2% | -0.3% |
| 7D | +1.5% | -38.6% | +40.2% | +1.6% |
| 30D | -6.4% | -87.7% | +81.3% | -6.2% |
| 3M | -21.7% | -98.9% | +77.2% | -21.3% |
| 6M | +0.5% | -100.0% | +100.4% | +1.3% |
| YTD | -6.7% | -100.0% | +93.3% | -6.0% |
| 1Y | -4.7% | -100.0% | +95.3% | -3.7% |
| 3Y | +96.1% | -100.0% | +196.1% | +98.1% |
| 5Y | +21.7% | -100.0% | +121.7% | +23.0% |
| 10Y | +232.0% | -100.0% | +332.0% | +233.7% |
| All | +293.2% | -100.0% | +393.2% | +315.7% |
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 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