+94.7%
FAST vs VIVK
-100.0%
+194.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.5% |
| 3M | +7.9% | -93.0% | +100.9% | +9.9% |
| 6M | +7.4% | -98.0% | +105.4% | +10.0% |
| YTD | +25.1% | -97.8% | +122.8% | +27.2% |
| 1Y | +4.7% | -100.0% | +104.7% | +8.5% |
| 3Y | +94.7% | -100.0% | +194.7% | +97.2% |
| All | +94.7% | -100.0% | +194.7% | +97.2% |
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 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