+23.7%
BBY vs VIVK
-100.0%
+123.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -12.3% | +15.5% | +3.2% |
| 7D | +9.5% | -1.4% | +10.9% | +9.5% |
| 30D | +6.8% | -43.6% | +50.4% | +7.0% |
| 3M | +28.9% | -95.1% | +124.0% | +31.3% |
| 6M | +37.8% | -98.2% | +136.0% | +41.0% |
| YTD | +38.7% | -97.9% | +136.7% | +40.8% |
| 1Y | +23.7% | -100.0% | +123.7% | +24.8% |
| All | +23.7% | -100.0% | +123.7% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling