+36.6%
BP vs VIVK
-100.0%
+136.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -27.5% | +23.3% | -4.2% |
| 7D | -8.4% | -68.7% | +60.3% | -8.6% |
| 30D | +2.2% | -90.0% | +92.2% | +1.6% |
| 3M | +8.8% | -98.1% | +106.8% | +7.7% |
| 6M | -0.5% | -99.9% | +99.4% | -4.4% |
| YTD | +36.2% | -99.9% | +136.1% | +31.3% |
| 1Y | +36.6% | -100.0% | +136.6% | +28.7% |
| All | +36.6% | -100.0% | +136.6% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling