-100.0%
VIVK vs BB
+1.6%
-101.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -7.5% |
| 7D | -4.4% | -0.4% | -4.0% | -4.4% |
| 30D | -40.8% | -12.5% | -28.3% | -40.4% |
| 3M | -94.1% | -17.4% | -76.7% | -94.1% |
| 6M | -98.2% | +119.1% | -217.3% | -98.3% |
| YTD | -98.0% | +102.4% | -200.4% | -98.1% |
| 1Y | -100.0% | +98.2% | -198.2% | -100.0% |
| 3Y | -100.0% | +46.9% | -146.9% | -100.0% |
| 5Y | -100.0% | -26.4% | -73.6% | -100.0% |
| All | -100.0% | +1.6% | -101.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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