-100.0%
VIVK vs BIYA
-99.8%
-0.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +13.1% | +2.7% | +10.3% | +13.3% |
| 30D | -29.7% | -18.7% | -11.0% | -31.0% |
| 3M | -93.0% | -72.0% | -20.9% | -92.4% |
| 6M | -98.0% | -86.4% | -11.6% | -97.7% |
| YTD | -97.8% | -94.2% | -3.6% | -97.6% |
| 1Y | -100.0% | -98.4% | -1.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling