+61.2%
BROS vs VIVK
-100.0%
+161.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.4% |
| 7D | -6.1% | -9.5% | +3.4% | -5.9% |
| 30D | -12.4% | -35.1% | +22.7% | -11.9% |
| 3M | -27.9% | -93.4% | +65.4% | -25.4% |
| 6M | -16.8% | -98.0% | +81.2% | -13.0% |
| YTD | -29.0% | -97.9% | +68.8% | -26.8% |
| 1Y | -33.2% | -100.0% | +66.8% | -25.3% |
| All | +61.2% | -100.0% | +161.2% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling