+1,218.2%
BE vs VIVK
-100.0%
+1,318.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.0% |
| 7D | +9.7% | -9.5% | +19.2% | +9.7% |
| 30D | +22.4% | -35.1% | +57.5% | +22.3% |
| 3M | +10.4% | -93.4% | +103.7% | +9.7% |
| 6M | +67.9% | -98.0% | +165.8% | +66.3% |
| YTD | +197.5% | -97.9% | +295.3% | +191.1% |
| 1Y | +310.6% | -100.0% | +410.5% | +319.7% |
| 3Y | +1,657.2% | -100.0% | +1,757.2% | +1,645.3% |
| 5Y | +1,218.2% | -100.0% | +1,318.2% | +1,186.3% |
| All | +1,218.2% | -100.0% | +1,318.2% | +1,186.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling