+3.1%
BTDR vs VIVK
-100.0%
+103.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -12.3% | +16.3% | +4.4% |
| 7D | +20.0% | -1.4% | +21.3% | +19.9% |
| 30D | +11.9% | -43.6% | +55.6% | +14.1% |
| 3M | -36.9% | -95.1% | +58.2% | -29.4% |
| 6M | +56.5% | -98.2% | +154.7% | +77.4% |
| YTD | +10.4% | -97.9% | +108.4% | +16.4% |
| 1Y | +3.1% | -100.0% | +103.1% | +39.4% |
| All | +3.1% | -100.0% | +103.1% | +39.4% |
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