-100.0%
VIVK vs BUD
+189.8%
-289.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.1% | -8.6% | -7.4% |
| 7D | -57.7% | +1.0% | -58.7% | -57.6% |
| 30D | -87.3% | +6.7% | -94.0% | -87.1% |
| 3M | -98.9% | +5.7% | -104.6% | -98.9% |
| 6M | -100.0% | +5.8% | -105.8% | -100.0% |
| YTD | -100.0% | +34.4% | -134.4% | -100.0% |
| 1Y | -100.0% | +33.3% | -133.3% | -100.0% |
| 3Y | -100.0% | +48.8% | -148.8% | -100.0% |
| 5Y | -100.0% | +52.5% | -152.5% | -100.0% |
| 10Y | -100.0% | -4.0% | -96.0% | -100.0% |
| All | -100.0% | +189.8% | -289.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling