-100.0%
VIVK vs BTSG
+113.2%
-213.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.5% | -8.9% | -7.9% |
| 7D | -4.4% | -3.3% | -1.1% | -3.3% |
| 30D | -40.8% | -1.6% | -39.2% | -40.4% |
| 3M | -94.1% | -6.9% | -87.2% | -94.0% |
| 6M | -98.2% | +42.1% | -140.3% | -98.5% |
| YTD | -98.0% | +56.8% | -154.8% | -98.6% |
| 1Y | -100.0% | +109.8% | -209.8% | -100.0% |
| All | -100.0% | +113.2% | -213.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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