+40.6%
BP vs VIVK
-100.0%
+140.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | 0.0% |
| 7D | +5.2% | -4.4% | +9.6% | +5.2% |
| 30D | +8.7% | -40.8% | +49.5% | +8.6% |
| 3M | +9.3% | -94.1% | +103.5% | +7.8% |
| 6M | +13.6% | -98.2% | +111.8% | +11.3% |
| YTD | +37.7% | -98.0% | +135.7% | +34.8% |
| 1Y | +40.6% | -100.0% | +140.6% | +36.0% |
| All | +40.6% | -100.0% | +140.6% | +36.0% |
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