+14.1%
BIL vs VIVK
-100.0%
+114.1%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | 0.0% |
| 7D | +0.1% | -7.9% | +8.0% | +0.1% |
| 30D | +0.3% | -42.0% | +42.2% | +0.3% |
| 3M | +0.9% | -92.5% | +93.4% | +0.9% |
| 6M | +1.8% | -98.0% | +99.8% | +1.8% |
| YTD | +2.5% | -97.9% | +100.4% | +2.5% |
| 1Y | +3.7% | -100.0% | +103.7% | +3.7% |
| All | +14.1% | -100.0% | +114.1% | +14.1% |
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