-10.6%
BITO vs VIVK
-100.0%
+89.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | -3.4% | -4.4% | +0.9% | -3.4% |
| 30D | +21.4% | -40.8% | +62.2% | +21.8% |
| 3M | +20.5% | -94.1% | +114.6% | +22.4% |
| 6M | +7.4% | -98.2% | +105.6% | +9.6% |
| YTD | -13.9% | -98.0% | +84.1% | -12.7% |
| 1Y | -35.1% | -100.0% | +64.9% | -32.6% |
| 3Y | +156.8% | -100.0% | +256.8% | +164.8% |
| All | -10.6% | -100.0% | +89.4% | -5.9% |
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