+19.7%
BROS vs VIVK
-100.0%
+119.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.4% | +1.3% |
| 7D | -5.8% | -4.4% | -1.4% | -5.7% |
| 30D | -14.0% | -40.8% | +26.9% | -12.8% |
| 3M | -32.5% | -94.1% | +61.7% | -28.3% |
| 6M | -14.9% | -98.2% | +83.3% | -8.1% |
| YTD | -28.3% | -98.0% | +69.7% | -24.5% |
| 1Y | -34.0% | -100.0% | +66.0% | -21.8% |
| 3Y | +63.0% | -100.0% | +162.9% | +86.2% |
| All | +19.7% | -100.0% | +119.7% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling