-100.0%
VIVK vs BRO
+300.9%
-400.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.2% | -14.3% | -11.5% |
| 7D | -15.0% | -4.3% | -10.6% | -14.5% |
| 30D | -42.6% | -3.1% | -39.5% | -42.4% |
| 3M | -93.5% | +14.2% | -107.7% | -93.6% |
| 6M | -98.4% | +0.6% | -99.1% | -98.4% |
| YTD | -98.2% | -13.6% | -84.6% | -98.2% |
| 1Y | -100.0% | -26.2% | -73.7% | -100.0% |
| 3Y | -100.0% | -4.7% | -95.3% | -100.0% |
| 5Y | -100.0% | +26.2% | -126.2% | -100.0% |
| 10Y | -100.0% | +305.3% | -405.3% | -100.0% |
| All | -100.0% | +300.9% | -400.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling