+71.4%
BTI vs VIVK
-100.0%
+171.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +0.7% |
| 7D | -0.2% | -4.4% | +4.2% | -0.2% |
| 30D | -1.1% | -40.8% | +39.7% | -1.1% |
| 3M | -8.8% | -94.1% | +85.4% | -8.6% |
| 6M | -4.0% | -98.2% | +94.2% | -3.8% |
| YTD | +0.4% | -98.0% | +98.4% | +0.4% |
| 1Y | +1.9% | -100.0% | +101.9% | +2.7% |
| 3Y | +108.5% | -100.0% | +208.5% | +109.4% |
| 5Y | +118.5% | -100.0% | +218.5% | +119.3% |
| All | +71.4% | -100.0% | +171.4% | +67.5% |
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