-100.0%
VIVK vs BB
-89.4%
-10.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.2% | +5.4% | +7.9% |
| 7D | +13.1% | +0.5% | +12.5% | +13.1% |
| 30D | -29.7% | -12.4% | -17.3% | -30.6% |
| 3M | -93.0% | -15.3% | -77.7% | -93.0% |
| 6M | -98.0% | +128.8% | -226.7% | -97.8% |
| YTD | -97.8% | +107.7% | -205.4% | -97.6% |
| 1Y | -100.0% | +103.9% | -203.9% | -100.0% |
| 3Y | -100.0% | +72.6% | -172.6% | -100.0% |
| 5Y | -100.0% | -24.3% | -75.7% | -100.0% |
| 10Y | -100.0% | +3.1% | -103.1% | -100.0% |
| All | -100.0% | -89.4% | -10.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling