-100.0%
VIVK vs BG
+18.0%
-118.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.7% | -5.6% | -6.7% |
| 7D | -4.4% | +3.1% | -7.5% | -5.4% |
| 30D | -40.8% | +10.2% | -51.0% | -43.2% |
| 3M | -94.1% | -1.7% | -92.5% | -94.2% |
| 6M | -98.2% | +1.0% | -99.2% | -98.2% |
| YTD | -98.0% | +39.9% | -137.9% | -98.4% |
| 1Y | -100.0% | +53.2% | -153.2% | -100.0% |
| 3Y | -100.0% | +16.3% | -116.3% | -100.0% |
| All | -100.0% | +18.0% | -118.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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