+360.5%
BE vs VIVK
-100.0%
+460.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -12.3% | +19.7% | +7.3% |
| 7D | +20.0% | -1.4% | +21.4% | +20.0% |
| 30D | +7.9% | -43.6% | +51.5% | +7.6% |
| 3M | -13.2% | -95.1% | +81.9% | -14.6% |
| 6M | +53.5% | -98.2% | +151.7% | +50.0% |
| YTD | +191.0% | -97.9% | +288.9% | +173.9% |
| 1Y | +360.5% | -100.0% | +460.5% | +498.3% |
| All | +360.5% | -100.0% | +460.5% | +498.3% |
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