-100.0%
VIVK vs BRO
-24.4%
-75.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.6% | -10.8% | -11.7% |
| 7D | -1.4% | -2.6% | +1.2% | -0.3% |
| 30D | -43.6% | +0.9% | -44.5% | -43.8% |
| 3M | -95.1% | +24.8% | -119.9% | -95.4% |
| 6M | -98.2% | -0.1% | -98.1% | -98.2% |
| YTD | -97.9% | -9.7% | -88.2% | -97.8% |
| 1Y | -100.0% | -24.5% | -75.5% | -100.0% |
| All | -100.0% | -24.4% | -75.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling