-100.0%
VIVK vs BTG
+78.0%
-178.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.4% |
| 7D | -4.4% | -3.8% | -0.6% | -4.0% |
| 30D | -40.8% | +3.6% | -44.4% | -41.1% |
| 3M | -94.1% | +32.0% | -126.2% | -94.4% |
| 6M | -98.2% | +3.4% | -101.6% | -98.2% |
| YTD | -98.0% | +20.8% | -118.8% | -98.1% |
| 1Y | -100.0% | +22.4% | -122.4% | -100.0% |
| 3Y | -100.0% | +91.7% | -191.7% | -100.0% |
| All | -100.0% | +78.0% | -178.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling