-100.0%
VIVK vs BN
+265.2%
-365.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.5% |
| 7D | -4.4% | -5.2% | +0.8% | -3.0% |
| 30D | -40.8% | -14.5% | -26.3% | -38.3% |
| 3M | -94.1% | -15.0% | -79.2% | -93.9% |
| 6M | -98.2% | -5.4% | -92.8% | -98.2% |
| YTD | -98.0% | -16.4% | -81.6% | -97.9% |
| 1Y | -100.0% | -16.2% | -83.7% | -100.0% |
| 3Y | -100.0% | +67.5% | -167.5% | -100.0% |
| 5Y | -100.0% | +34.1% | -134.1% | -100.0% |
| All | -100.0% | +265.2% | -365.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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