-8.5%
BX vs VIVK
-100.0%
+91.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -27.5% | +33.7% | +6.4% |
| 7D | +8.3% | -68.7% | +77.0% | +9.1% |
| 30D | +13.5% | -90.0% | +103.6% | +14.5% |
| 3M | -7.6% | -98.1% | +90.4% | -6.4% |
| 6M | +4.0% | -99.9% | +104.0% | +5.4% |
| YTD | -15.2% | -99.9% | +84.7% | -14.8% |
| 1Y | -8.5% | -100.0% | +91.5% | -8.8% |
| All | -8.5% | -100.0% | +91.5% | -8.8% |
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 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