+1,553.1%
FAST vs VIVK
-100.0%
+1,653.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.6% |
| 7D | -0.6% | -4.4% | +3.8% | -0.6% |
| 30D | -5.6% | -40.8% | +35.3% | -5.6% |
| 3M | +6.9% | -94.1% | +101.0% | +6.9% |
| 6M | +7.0% | -98.2% | +105.2% | +7.0% |
| YTD | +24.9% | -98.0% | +122.9% | +24.9% |
| 1Y | +6.5% | -100.0% | +106.4% | +6.4% |
| 3Y | +94.1% | -100.0% | +194.1% | +94.1% |
| 5Y | +107.7% | -100.0% | +207.7% | +107.6% |
| 10Y | +530.9% | -100.0% | +630.9% | +533.7% |
| All | +1,553.1% | -100.0% | +1,653.1% | +1,595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling