+1,440.5%
FANG vs VIVK
-100.0%
+1,540.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | -0.1% |
| 7D | +2.9% | -4.4% | +7.3% | +2.9% |
| 30D | +2.6% | -40.8% | +43.4% | +3.1% |
| 3M | +7.6% | -94.1% | +101.7% | +9.9% |
| 6M | +17.3% | -98.2% | +115.5% | +20.5% |
| YTD | +38.7% | -98.0% | +136.7% | +41.4% |
| 1Y | +51.6% | -100.0% | +151.6% | +59.4% |
| 3Y | +50.0% | -100.0% | +149.9% | +56.7% |
| 5Y | +237.6% | -100.0% | +337.6% | +253.1% |
| 10Y | +180.7% | -100.0% | +280.7% | +175.0% |
| All | +1,440.5% | -100.0% | +1,540.5% | +1,387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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