+16.7%
BAX vs VIVK
-100.0%
+116.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +0.3% |
| 7D | +0.1% | -57.7% | +57.8% | +0.1% |
| 30D | +4.1% | -87.3% | +91.3% | +4.1% |
| 3M | -4.5% | -98.9% | +94.4% | -4.4% |
| 6M | +49.2% | -100.0% | +149.2% | +49.5% |
| YTD | +35.2% | -100.0% | +135.2% | +35.5% |
| 1Y | +38.3% | -100.0% | +138.3% | +38.6% |
| 3Y | -19.0% | -100.0% | +81.0% | -18.8% |
| 5Y | -64.2% | -100.0% | +35.8% | -64.1% |
| 10Y | -35.7% | -100.0% | +64.3% | -35.5% |
| All | +16.7% | -100.0% | +116.7% | +21.2% |
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 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