+2,370.1%
BX vs VIVK
-100.0%
+2,470.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.3% | +2.7% | -3.7% |
| 7D | -5.7% | -7.9% | +2.2% | -5.7% |
| 30D | -8.9% | -42.0% | +33.1% | -8.8% |
| 3M | +8.4% | -92.5% | +100.9% | +8.6% |
| 6M | +18.9% | -98.0% | +116.9% | +19.2% |
| YTD | -13.6% | -97.9% | +84.3% | -13.5% |
| 1Y | -22.4% | -100.0% | +77.5% | -22.1% |
| 3Y | +26.0% | -100.0% | +126.0% | +26.5% |
| 5Y | +18.8% | -100.0% | +118.8% | +19.3% |
| 10Y | +668.7% | -100.0% | +768.7% | +668.6% |
| All | +2,370.1% | -100.0% | +2,470.1% | +2,458.3% |
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