-100.0%
VIVK vs BAH
+6.2%
-106.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.5% | -28.9% | -28.0% |
| 7D | -68.7% | +5.8% | -74.4% | -69.8% |
| 30D | -90.0% | +28.7% | -118.7% | -91.3% |
| 3M | -98.1% | +20.9% | -118.9% | -98.3% |
| 6M | -99.9% | +15.2% | -115.1% | -99.9% |
| YTD | -99.9% | +7.1% | -107.0% | -99.9% |
| 1Y | -100.0% | +6.4% | -106.4% | -100.0% |
| All | -100.0% | +6.2% | -106.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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