-100.0%
VIVK vs BURL
+252.7%
-352.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -1.6% | +35.7% | +34.3% |
| 7D | -42.9% | +4.1% | -47.0% | -43.4% |
| 30D | -88.6% | -9.5% | -79.1% | -88.4% |
| 3M | -97.7% | -33.5% | -64.2% | -97.6% |
| 6M | -99.9% | -22.1% | -77.8% | -99.9% |
| YTD | -99.9% | -14.6% | -85.3% | -99.9% |
| 1Y | -100.0% | -8.4% | -91.6% | -100.0% |
| 3Y | -100.0% | +86.6% | -186.6% | -100.0% |
| 5Y | -100.0% | -17.2% | -82.8% | -100.0% |
| All | -100.0% | +252.7% | -352.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling