+977.1%
BE vs VIVK
-100.0%
+1,077.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.5% | -2.8% |
| 7D | +23.9% | -7.9% | +31.8% | +23.9% |
| 30D | +27.8% | -42.0% | +69.8% | +28.0% |
| 3M | +3.7% | -92.5% | +96.2% | +3.9% |
| 6M | +78.0% | -98.0% | +176.0% | +78.4% |
| YTD | +209.9% | -97.9% | +307.8% | +207.4% |
| 1Y | +389.6% | -100.0% | +489.6% | +404.3% |
| 3Y | +1,730.6% | -100.0% | +1,830.6% | +1,755.0% |
| 5Y | +1,227.8% | -100.0% | +1,327.8% | +1,242.9% |
| All | +977.1% | -100.0% | +1,077.1% | +952.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling