+24.5%
BX vs VIVK
-100.0%
+124.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.4% | +9.9% | +2.5% |
| 7D | -5.6% | -4.4% | -1.2% | -5.6% |
| 30D | -12.2% | -40.8% | +28.6% | -11.9% |
| 3M | +7.4% | -94.1% | +101.5% | +9.0% |
| 6M | +22.2% | -98.2% | +120.4% | +24.3% |
| YTD | -14.0% | -98.0% | +84.0% | -13.2% |
| 1Y | -27.3% | -100.0% | +72.7% | -23.5% |
| 3Y | +24.5% | -100.0% | +124.5% | +18.5% |
| All | +24.5% | -100.0% | +124.5% | +18.5% |
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 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