-100.0%
VIVK vs BG
+188.4%
-288.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | -9.5% | +3.7% | -13.2% | -11.2% |
| 30D | -35.1% | +12.3% | -47.5% | -39.5% |
| 3M | -93.4% | -2.2% | -91.1% | -93.5% |
| 6M | -98.0% | +5.3% | -103.3% | -98.1% |
| YTD | -97.9% | +42.4% | -140.3% | -98.4% |
| 1Y | -100.0% | +55.2% | -155.2% | -100.0% |
| 3Y | -100.0% | +21.0% | -120.9% | -100.0% |
| 5Y | -100.0% | +87.1% | -187.1% | -100.0% |
| 10Y | -100.0% | +169.8% | -269.8% | -100.0% |
| All | -100.0% | +188.4% | -288.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling