-100.0%
VIVK vs BUD
+44.8%
-144.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -9.5% | -3.2% | -6.3% | -9.4% |
| 30D | -35.1% | -3.7% | -31.4% | -35.1% |
| 3M | -93.4% | -4.4% | -88.9% | -93.4% |
| 6M | -98.0% | +7.7% | -105.7% | -98.0% |
| YTD | -97.9% | +23.1% | -120.9% | -97.8% |
| 1Y | -100.0% | +33.6% | -133.6% | -100.0% |
| 3Y | -100.0% | +44.7% | -144.7% | -100.0% |
| 5Y | -100.0% | +44.9% | -144.9% | -100.0% |
| All | -100.0% | +44.8% | -144.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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