+114.2%
BP vs VIVK
-100.0%
+214.2%
-63.9%
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% | +0.1% |
| 7D | +5.2% | -4.4% | +9.6% | +5.2% |
| 30D | +8.7% | -40.8% | +49.5% | +8.8% |
| 3M | +9.3% | -94.1% | +103.5% | +9.5% |
| 6M | +13.6% | -98.2% | +111.8% | +13.8% |
| YTD | +37.7% | -98.0% | +135.7% | +37.9% |
| 1Y | +40.6% | -100.0% | +140.6% | +41.2% |
| 3Y | +40.3% | -100.0% | +140.3% | +40.9% |
| 5Y | +141.4% | -100.0% | +241.4% | +142.3% |
| 10Y | +136.1% | -100.0% | +236.1% | +136.4% |
| All | +114.2% | -100.0% | +214.2% | +110.2% |
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