+524.1%
FAST vs VIVK
-100.0%
+624.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -1.2% |
| 7D | +1.8% | -7.9% | +9.7% | +1.8% |
| 30D | -6.4% | -42.0% | +35.5% | -6.1% |
| 3M | +5.3% | -92.5% | +97.8% | +6.6% |
| 6M | +5.4% | -98.0% | +103.4% | +7.1% |
| YTD | +23.6% | -97.9% | +121.5% | +25.1% |
| 1Y | +4.1% | -100.0% | +104.0% | +7.1% |
| 3Y | +92.4% | -100.0% | +192.4% | +97.2% |
| 5Y | +106.1% | -100.0% | +206.1% | +111.4% |
| 10Y | +524.1% | -100.0% | +624.1% | +518.2% |
| All | +524.1% | -100.0% | +624.1% | +518.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling