+50.3%
BP vs VIVK
-100.0%
+150.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.5% | +8.4% | +0.9% |
| 7D | +3.8% | -57.7% | +61.5% | +4.1% |
| 30D | -5.3% | -87.3% | +82.0% | -4.8% |
| 3M | +9.3% | -98.9% | +108.2% | +10.4% |
| 6M | +7.2% | -100.0% | +107.2% | +8.2% |
| YTD | +38.0% | -100.0% | +138.0% | +38.4% |
| 1Y | +33.2% | -100.0% | +133.2% | +35.9% |
| 3Y | +50.3% | -100.0% | +150.3% | +54.7% |
| All | +50.3% | -100.0% | +150.3% | +54.7% |
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 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