+31.6%
FAST vs VIVK
-100.0%
+131.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -27.5% | +29.1% | +2.0% |
| 7D | +3.4% | -68.7% | +72.1% | +4.6% |
| 30D | +5.5% | -90.0% | +95.5% | +8.0% |
| 3M | +7.6% | -98.1% | +105.6% | +12.5% |
| 6M | +19.8% | -99.9% | +119.7% | +29.6% |
| YTD | +35.5% | -99.9% | +135.4% | +43.4% |
| 1Y | +31.6% | -100.0% | +131.6% | +51.9% |
| All | +31.6% | -100.0% | +131.6% | +51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling