-100.0%
VIVK vs BIYA
-99.8%
-0.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.2% | -5.2% | -7.6% |
| 7D | -4.4% | -1.8% | -2.6% | -4.5% |
| 30D | -40.8% | -17.5% | -23.3% | -41.9% |
| 3M | -94.1% | -78.0% | -16.1% | -93.8% |
| 6M | -98.2% | -89.5% | -8.7% | -98.0% |
| YTD | -98.0% | -94.3% | -3.7% | -97.8% |
| 1Y | -100.0% | -98.6% | -1.4% | -100.0% |
| All | -100.0% | -99.8% | -0.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling