+289.9%
BNY vs VIVK
-100.0%
+389.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.1% |
| 7D | -1.3% | -4.4% | +3.1% | -1.3% |
| 30D | -0.2% | -40.8% | +40.6% | +0.3% |
| 3M | +14.9% | -94.1% | +109.1% | +17.5% |
| 6M | +40.0% | -98.2% | +138.2% | +43.9% |
| YTD | +42.0% | -98.0% | +140.0% | +44.3% |
| 1Y | +56.9% | -100.0% | +156.8% | +66.3% |
| 3Y | +289.9% | -100.0% | +389.8% | +285.6% |
| All | +289.9% | -100.0% | +389.8% | +285.6% |
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