+246.5%
BBY vs VIVK
-100.0%
+346.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.4% | +10.5% | +3.1% |
| 7D | +0.6% | -4.4% | +5.0% | +0.6% |
| 30D | +9.4% | -40.8% | +50.2% | +9.7% |
| 3M | +19.3% | -94.1% | +113.5% | +20.9% |
| 6M | +47.9% | -98.2% | +146.1% | +50.4% |
| YTD | +39.6% | -98.0% | +137.6% | +41.2% |
| 1Y | +22.2% | -100.0% | +122.1% | +25.8% |
| 3Y | +45.0% | -100.0% | +145.0% | +48.3% |
| 5Y | +2.6% | -100.0% | +102.6% | +5.0% |
| All | +246.5% | -100.0% | +346.5% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling