-67.0%
BAX vs VIVK
-100.0%
+33.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -5.4% | -9.5% | +4.0% | -5.4% |
| 30D | -12.4% | -35.1% | +22.7% | -12.2% |
| 3M | +19.1% | -93.4% | +112.5% | +20.0% |
| 6M | +38.6% | -98.0% | +136.6% | +40.2% |
| YTD | +26.7% | -97.9% | +124.6% | +27.7% |
| 1Y | +1.0% | -100.0% | +101.0% | +3.0% |
| 3Y | -33.9% | -100.0% | +66.1% | -33.1% |
| 5Y | -67.0% | -100.0% | +33.0% | -66.8% |
| All | -67.0% | -100.0% | +33.0% | -66.8% |
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