+24.8%
BIL vs VIVK
-100.0%
+124.8%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.3% | +12.4% | 0.0% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +0.3% | -43.6% | +43.9% | +0.3% |
| 3M | +0.9% | -95.1% | +96.1% | +0.9% |
| 6M | +1.8% | -98.2% | +100.0% | +1.8% |
| YTD | +2.4% | -97.9% | +100.4% | +2.4% |
| 1Y | +3.7% | -100.0% | +103.7% | +3.7% |
| 3Y | +14.2% | -100.0% | +114.1% | +14.2% |
| 5Y | +19.4% | -100.0% | +119.4% | +19.4% |
| 10Y | +25.2% | -100.0% | +125.2% | +25.2% |
| All | +24.8% | -100.0% | +124.8% | +24.9% |
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