-100.0%
VIVK vs BBAI
-71.3%
-28.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.8% | -9.2% | -7.5% |
| 7D | -4.4% | -1.7% | -2.7% | -4.3% |
| 30D | -40.8% | -12.0% | -28.8% | -40.4% |
| 3M | -94.1% | -30.7% | -63.5% | -94.0% |
| 6M | -98.2% | -30.7% | -67.5% | -98.2% |
| YTD | -98.0% | -46.9% | -51.2% | -98.0% |
| 1Y | -100.0% | -41.1% | -58.9% | -100.0% |
| 3Y | -100.0% | +65.9% | -165.9% | -100.0% |
| 5Y | -100.0% | -70.9% | -29.1% | -100.0% |
| All | -100.0% | -71.3% | -28.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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