+5.3%
FAST vs VIVK
-100.0%
+105.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.7% | -8.1% | -0.5% |
| 7D | +1.3% | +13.1% | -11.8% | +1.1% |
| 30D | -4.7% | -29.7% | +24.9% | -4.4% |
| 3M | +7.9% | -93.0% | +100.9% | +10.4% |
| 6M | +7.4% | -98.0% | +105.4% | +10.8% |
| YTD | +25.1% | -97.8% | +122.8% | +27.5% |
| All | +5.3% | -100.0% | +105.3% | +11.4% |
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