-100.0%
VIVK vs BNS
+421.7%
-521.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.3% |
| 7D | -9.5% | -2.2% | -7.3% | -9.0% |
| 30D | -35.1% | +4.5% | -39.6% | -35.7% |
| 3M | -93.4% | +14.9% | -108.2% | -93.6% |
| 6M | -98.0% | +32.5% | -130.5% | -98.1% |
| YTD | -97.9% | +28.6% | -126.5% | -98.0% |
| 1Y | -100.0% | +48.4% | -148.3% | -100.0% |
| 3Y | -100.0% | +130.8% | -230.8% | -100.0% |
| 5Y | -100.0% | +94.8% | -194.8% | -100.0% |
| 10Y | -100.0% | +184.3% | -284.3% | -100.0% |
| All | -100.0% | +421.7% | -521.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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