+141.3%
BP vs VIVK
-100.0%
+241.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.9% |
| 7D | +5.7% | -9.5% | +15.2% | +5.8% |
| 30D | +8.1% | -35.1% | +43.2% | +8.5% |
| 3M | +8.6% | -93.4% | +102.0% | +10.5% |
| 6M | +18.1% | -98.0% | +116.1% | +20.5% |
| YTD | +37.6% | -97.9% | +135.5% | +39.0% |
| 1Y | +39.4% | -100.0% | +139.4% | +47.7% |
| 3Y | +40.1% | -100.0% | +140.0% | +46.6% |
| 5Y | +141.3% | -100.0% | +241.3% | +158.8% |
| All | +141.3% | -100.0% | +241.3% | +158.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling