-100.0%
VIVK vs BLDR
+10.9%
-110.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.4% | -9.8% | -7.5% |
| 7D | -4.4% | -8.2% | +3.9% | -4.0% |
| 30D | -40.8% | -16.6% | -24.2% | -40.3% |
| 3M | -94.1% | -23.2% | -71.0% | -94.1% |
| 6M | -98.2% | -33.7% | -64.5% | -98.1% |
| YTD | -98.0% | -41.3% | -56.7% | -97.9% |
| 1Y | -100.0% | -58.8% | -41.2% | -100.0% |
| 3Y | -100.0% | -57.5% | -42.5% | -100.0% |
| All | -100.0% | +10.9% | -110.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling