-100.0%
VIVK vs BURL
-7.3%
-92.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.8% | -9.4% |
| 7D | -38.6% | +0.4% | -39.1% | -38.7% |
| 30D | -87.7% | -4.3% | -83.4% | -87.7% |
| 3M | -98.9% | -28.8% | -70.1% | -98.8% |
| 6M | -100.0% | -12.8% | -87.1% | -100.0% |
| YTD | -100.0% | -12.8% | -87.2% | -100.0% |
| 1Y | -100.0% | -12.3% | -87.7% | -100.0% |
| 3Y | -100.0% | +92.7% | -192.7% | -100.0% |
| 5Y | -100.0% | -6.5% | -93.5% | -100.0% |
| All | -100.0% | -7.3% | -92.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling