-100.0%
VIVK vs BURL
+97.8%
-197.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +0.9% | -15.3% | -14.4% |
| 7D | -48.0% | -0.8% | -47.2% | -47.9% |
| 30D | -88.4% | -4.4% | -84.0% | -88.3% |
| 3M | -98.7% | -28.6% | -70.1% | -98.7% |
| 6M | -100.0% | -12.3% | -87.7% | -99.9% |
| YTD | -100.0% | -11.3% | -88.7% | -100.0% |
| 1Y | -100.0% | -10.4% | -89.6% | -100.0% |
| All | -100.0% | +97.8% | -197.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling