-34.8%
BROS vs VIVK
-100.0%
+65.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -12.3% | +13.1% | +0.9% |
| 7D | -6.7% | -1.4% | -5.3% | -6.7% |
| 30D | -29.1% | -43.6% | +14.5% | -28.7% |
| 3M | -16.7% | -95.1% | +78.4% | -13.7% |
| 6M | -11.6% | -98.2% | +86.6% | -7.7% |
| YTD | -23.9% | -97.9% | +74.0% | -21.6% |
| 1Y | -34.8% | -100.0% | +65.2% | -26.0% |
| All | -34.8% | -100.0% | +65.2% | -26.0% |
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