+747.4%
BNY vs VIVK
-100.0%
+847.4%
-50.5%
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 | -1.3% | -4.4% | +3.1% | -1.3% |
| 30D | -0.2% | -40.8% | +40.6% | -0.1% |
| 3M | +14.9% | -94.1% | +109.1% | +15.1% |
| 6M | +40.0% | -98.2% | +138.2% | +40.3% |
| YTD | +42.0% | -98.0% | +140.0% | +42.2% |
| 1Y | +56.9% | -100.0% | +156.8% | +57.5% |
| 3Y | +289.9% | -100.0% | +389.8% | +291.2% |
| 5Y | +259.2% | -100.0% | +359.2% | +260.4% |
| 10Y | +413.3% | -100.0% | +513.3% | +413.4% |
| All | +747.4% | -100.0% | +847.4% | +708.9% |
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