-100.0%
VIVK vs BB
-29.9%
-70.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.8% |
| 7D | -9.5% | -2.1% | -7.4% | -9.2% |
| 30D | -35.1% | -16.0% | -19.1% | -33.6% |
| 3M | -93.4% | -14.5% | -78.8% | -93.3% |
| 6M | -98.0% | +118.6% | -216.5% | -98.2% |
| YTD | -97.9% | +98.9% | -196.8% | -98.1% |
| 1Y | -100.0% | +99.5% | -199.4% | -100.0% |
| 3Y | -100.0% | +65.4% | -165.3% | -100.0% |
| 5Y | -100.0% | -27.6% | -72.4% | -100.0% |
| All | -100.0% | -29.9% | -70.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling