+40.0%
BNY vs VIVK
-98.2%
+138.2%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | -1.3% | -4.4% | +3.1% | -1.3% |
| 30D | -0.2% | -40.8% | +40.6% | -0.4% |
| 3M | +14.9% | -94.1% | +109.1% | +13.4% |
| 6M | +40.0% | -98.2% | +138.2% | +38.5% |
| All | +40.0% | -98.2% | +138.2% | +38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling