+51.1%
BND vs VIVK
-100.0%
+151.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | -0.2% |
| 7D | -0.1% | -7.9% | +7.8% | -0.1% |
| 30D | -0.2% | -42.0% | +41.7% | -0.2% |
| 3M | -0.7% | -92.5% | +91.8% | -0.7% |
| 6M | -1.7% | -98.0% | +96.3% | -1.7% |
| YTD | -0.5% | -97.9% | +97.4% | -0.5% |
| 1Y | +0.4% | -100.0% | +100.3% | +0.4% |
| 3Y | +13.1% | -100.0% | +113.1% | +13.1% |
| 5Y | -2.1% | -100.0% | +97.9% | -2.1% |
| 10Y | +15.7% | -100.0% | +115.7% | +15.8% |
| All | +51.1% | -100.0% | +151.1% | +51.7% |
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