-100.0%
VIVK vs BLDR
-58.1%
-41.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.4% | +2.8% |
| 7D | -9.5% | -8.1% | -1.4% | -8.8% |
| 30D | -35.1% | -21.5% | -13.6% | -33.5% |
| 3M | -93.4% | -21.0% | -72.4% | -93.2% |
| 6M | -98.0% | -37.1% | -60.9% | -97.8% |
| YTD | -97.9% | -42.7% | -55.2% | -97.6% |
| 1Y | -100.0% | -58.0% | -42.0% | -100.0% |
| All | -100.0% | -58.1% | -41.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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