-100.0%
VIVK vs BN
+1,108.1%
-1,208.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.3% | -12.1% | -12.2% |
| 7D | -1.4% | -2.5% | +1.1% | -0.6% |
| 30D | -43.6% | -9.5% | -34.1% | -41.8% |
| 3M | -95.1% | -10.4% | -84.7% | -95.0% |
| 6M | -98.2% | -6.4% | -91.8% | -98.2% |
| YTD | -97.9% | -11.9% | -86.1% | -97.8% |
| 1Y | -100.0% | -8.6% | -91.4% | -100.0% |
| 3Y | -100.0% | +77.6% | -177.5% | -100.0% |
| 5Y | -100.0% | +37.0% | -137.0% | -100.0% |
| 10Y | -100.0% | +266.4% | -366.4% | -100.0% |
| All | -100.0% | +1,108.1% | -1,208.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling