+14.9%
BTDR vs VIVK
-100.0%
+114.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.4% | +11.1% | +4.0% |
| 7D | -3.4% | -4.4% | +1.0% | -3.3% |
| 30D | +32.6% | -40.8% | +73.4% | +34.8% |
| 3M | -32.2% | -94.1% | +61.9% | -26.3% |
| 6M | +52.4% | -98.2% | +150.6% | +68.9% |
| YTD | +6.7% | -98.0% | +104.7% | +13.0% |
| 1Y | -15.2% | -100.0% | +84.7% | +5.2% |
| 3Y | +14.9% | -100.0% | +114.9% | +53.6% |
| All | +14.9% | -100.0% | +114.9% | +53.6% |
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