-100.0%
VIVK vs BBWI
-45.3%
-54.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +6.4% | -13.8% | -7.9% |
| 7D | -4.4% | -4.8% | +0.4% | -4.0% |
| 30D | -40.8% | +3.5% | -44.3% | -41.0% |
| 3M | -94.1% | -0.3% | -93.8% | -94.2% |
| 6M | -98.2% | -5.4% | -92.8% | -98.2% |
| YTD | -98.0% | -4.7% | -93.3% | -98.0% |
| 1Y | -100.0% | -30.5% | -69.5% | -100.0% |
| 3Y | -100.0% | -44.3% | -55.7% | -100.0% |
| All | -100.0% | -45.3% | -54.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling