+10.2%
BAX vs VIVK
-100.0%
+110.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.3% | +4.5% | -1.9% |
| 7D | -5.1% | -7.9% | +2.8% | -5.1% |
| 30D | -12.2% | -42.0% | +29.8% | -12.2% |
| 3M | +21.8% | -92.5% | +114.3% | +21.9% |
| 6M | +36.3% | -98.0% | +134.3% | +36.4% |
| YTD | +27.8% | -97.9% | +125.7% | +27.9% |
| 1Y | -0.1% | -100.0% | +99.9% | +0.1% |
| 3Y | -33.3% | -100.0% | +66.7% | -33.2% |
| 5Y | -67.1% | -100.0% | +32.9% | -67.0% |
| 10Y | -36.9% | -100.0% | +63.1% | -36.8% |
| All | +10.2% | -100.0% | +110.2% | +14.4% |
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