+22.6%
BROS vs VIVK
-100.0%
+122.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -1.8% |
| 7D | -6.6% | -7.9% | +1.3% | -6.4% |
| 30D | -12.3% | -42.0% | +29.6% | -11.1% |
| 3M | -22.2% | -92.5% | +70.3% | -18.0% |
| 6M | -14.3% | -98.0% | +83.7% | -7.7% |
| YTD | -26.6% | -97.9% | +71.3% | -22.7% |
| 1Y | -31.5% | -100.0% | +68.5% | -18.6% |
| 3Y | +62.3% | -100.0% | +162.2% | +85.2% |
| All | +22.6% | -100.0% | +122.6% | +46.3% |
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