+15.3%
BTDR vs VIVK
-100.0%
+115.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.4% | -8.9% | -6.5% |
| 7D | -3.2% | -9.5% | +6.3% | -3.0% |
| 30D | +32.7% | -35.1% | +67.8% | +33.8% |
| 3M | -28.4% | -93.4% | +65.0% | -24.9% |
| 6M | +51.7% | -98.0% | +149.7% | +61.0% |
| YTD | +2.9% | -97.9% | +100.7% | +6.7% |
| 1Y | -15.5% | -100.0% | +84.5% | -5.9% |
| 3Y | 0.0% | -100.0% | +100.0% | +10.3% |
| 5Y | +16.5% | -100.0% | +116.4% | +28.5% |
| All | +15.3% | -100.0% | +115.3% | +26.8% |
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 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