+1,683.3%
BE vs VIVK
-100.0%
+1,783.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.5% | -2.9% |
| 7D | +23.9% | -7.9% | +31.8% | +23.8% |
| 30D | +27.8% | -42.0% | +69.8% | +26.9% |
| 3M | +3.7% | -92.5% | +96.2% | +0.6% |
| 6M | +78.0% | -98.0% | +176.0% | +70.5% |
| YTD | +209.9% | -97.9% | +307.8% | +194.6% |
| 1Y | +389.6% | -100.0% | +489.6% | +367.2% |
| All | +1,683.3% | -100.0% | +1,783.3% | +1,328.3% |
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 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