+114.8%
BP vs VIVK
-100.0%
+214.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.5% | +8.4% | +0.9% |
| 7D | +3.8% | -57.7% | +61.5% | +3.9% |
| 30D | -5.3% | -87.3% | +82.0% | -5.2% |
| 3M | +9.3% | -98.9% | +108.2% | +9.6% |
| 6M | +7.2% | -100.0% | +107.2% | +7.8% |
| YTD | +38.0% | -100.0% | +138.0% | +38.7% |
| 1Y | +33.2% | -100.0% | +133.2% | +34.1% |
| 3Y | +50.3% | -100.0% | +150.3% | +51.3% |
| 5Y | +114.1% | -100.0% | +214.1% | +115.6% |
| 10Y | +140.7% | -100.0% | +240.7% | +141.8% |
| All | +114.8% | -100.0% | +214.8% | +111.4% |
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