-100.0%
VIVK vs BBWI
+263.6%
-363.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.1% | +10.8% | +8.0% |
| 7D | +13.1% | +1.6% | +11.5% | +12.8% |
| 30D | -29.7% | -6.2% | -23.5% | -29.3% |
| 3M | -93.0% | +4.3% | -97.3% | -93.1% |
| 6M | -98.0% | -7.2% | -90.8% | -98.0% |
| YTD | -97.8% | -3.0% | -94.7% | -97.8% |
| 1Y | -100.0% | -30.8% | -69.2% | -100.0% |
| 3Y | -100.0% | -43.4% | -56.6% | -100.0% |
| 5Y | -100.0% | -66.7% | -33.3% | -100.0% |
| 10Y | -100.0% | -55.7% | -44.3% | -100.0% |
| All | -100.0% | +263.6% | -363.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling