-100.0%
VIVK vs BTSG
+382.3%
-482.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.6% | +9.0% | +3.1% |
| 7D | -9.5% | -5.8% | -3.7% | -8.9% |
| 30D | -35.1% | 0.0% | -35.1% | -35.0% |
| 3M | -93.4% | -4.5% | -88.9% | -93.3% |
| 6M | -98.0% | +40.0% | -138.0% | -98.0% |
| YTD | -97.9% | +54.6% | -152.4% | -97.9% |
| 1Y | -100.0% | +106.1% | -206.1% | -100.0% |
| All | -100.0% | +382.3% | -482.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling