+1,747.4%
FAST vs VIVK
-100.0%
+1,847.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -22.8% | +23.2% | +0.5% |
| 7D | +4.8% | -56.0% | +60.7% | +4.8% |
| 30D | +8.6% | -92.3% | +100.9% | +8.6% |
| 3M | +5.7% | -98.6% | +104.3% | +5.7% |
| 6M | +25.5% | -99.9% | +125.4% | +25.5% |
| YTD | +39.6% | -100.0% | +139.6% | +39.6% |
| 1Y | +35.5% | -100.0% | +135.5% | +35.5% |
| 3Y | +96.2% | -100.0% | +196.2% | +96.2% |
| 5Y | +110.2% | -100.0% | +210.2% | +110.2% |
| 10Y | +531.8% | -100.0% | +631.8% | +534.7% |
| All | +1,747.4% | -100.0% | +1,847.4% | +1,795.5% |
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