-69.4%
BTDR vs VIVK
-100.0%
+30.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -27.5% | +21.8% | -4.9% |
| 7D | -17.6% | -68.7% | +51.1% | -15.6% |
| 30D | -40.3% | -90.0% | +49.8% | -37.9% |
| 3M | -42.6% | -98.1% | +55.4% | -39.3% |
| 6M | -46.3% | -99.9% | +53.6% | -39.7% |
| YTD | -41.7% | -99.9% | +58.2% | -38.1% |
| 1Y | -69.4% | -100.0% | +30.6% | -66.1% |
| All | -69.4% | -100.0% | +30.6% | -66.1% |
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 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