+25.3%
BIL vs VIVK
-100.0%
+125.3%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | +0.1% | -4.4% | +4.4% | +0.1% |
| 30D | +0.3% | -40.8% | +41.1% | +0.3% |
| 3M | +0.9% | -94.1% | +95.1% | +0.9% |
| 6M | +1.8% | -98.2% | +100.0% | +1.8% |
| YTD | +2.5% | -98.0% | +100.5% | +2.5% |
| 1Y | +3.7% | -100.0% | +103.7% | +3.7% |
| 3Y | +14.1% | -100.0% | +114.1% | +14.1% |
| 5Y | +19.5% | -100.0% | +119.5% | +19.5% |
| All | +25.3% | -100.0% | +125.3% | +25.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling