-100.0%
VIVK vs BBWI
-69.5%
-30.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | -9.5% | -8.0% | -1.5% | -8.9% |
| 30D | -35.1% | -6.6% | -28.5% | -34.8% |
| 3M | -93.4% | -2.7% | -90.7% | -93.4% |
| 6M | -98.0% | -12.8% | -85.2% | -98.0% |
| YTD | -97.9% | -10.5% | -87.4% | -97.8% |
| 1Y | -100.0% | -35.3% | -64.6% | -100.0% |
| 3Y | -100.0% | -47.7% | -52.2% | -100.0% |
| 5Y | -100.0% | -68.9% | -31.1% | -100.0% |
| All | -100.0% | -69.5% | -30.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling