+98.1%
FAST vs VIVK
-100.0%
+198.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -23.6% | +26.5% | +3.2% |
| 7D | +3.8% | -44.2% | +48.1% | +4.2% |
| 30D | +8.1% | -90.0% | +98.1% | +9.7% |
| 3M | +5.8% | -98.0% | +103.8% | +9.0% |
| 6M | +24.9% | -99.9% | +124.8% | +31.7% |
| YTD | +38.9% | -99.9% | +138.9% | +45.1% |
| 1Y | +36.5% | -100.0% | +136.5% | +44.7% |
| 3Y | +98.1% | -100.0% | +198.1% | +104.4% |
| All | +98.1% | -100.0% | +198.1% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling