+45.0%
BBY vs VIVK
-100.0%
+145.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.4% |
| 3M | +19.3% | -94.1% | +113.5% | +19.7% |
| 6M | +47.9% | -98.2% | +146.1% | +48.8% |
| YTD | +39.6% | -98.0% | +137.6% | +40.2% |
| 1Y | +22.2% | -100.0% | +122.1% | +20.6% |
| 3Y | +45.0% | -100.0% | +145.0% | +35.2% |
| All | +45.0% | -100.0% | +145.0% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling