+19.6%
BTDR vs VIVK
-100.0%
+119.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.4% | +11.1% | +3.9% |
| 7D | -3.4% | -4.4% | +1.0% | -3.3% |
| 30D | +32.6% | -40.8% | +73.4% | +33.9% |
| 3M | -32.2% | -94.1% | +61.9% | -28.8% |
| 6M | +52.4% | -98.2% | +150.6% | +62.1% |
| YTD | +6.7% | -98.0% | +104.7% | +10.9% |
| 1Y | -15.2% | -100.0% | +84.7% | -5.6% |
| 3Y | +14.9% | -100.0% | +114.9% | +27.0% |
| 5Y | +20.8% | -100.0% | +120.8% | +33.5% |
| All | +19.6% | -100.0% | +119.6% | +31.8% |
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 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