+65.0%
FDX vs VIVK
-100.0%
+165.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -27.5% | +31.0% | +3.7% |
| 7D | +8.1% | -68.7% | +76.8% | +8.6% |
| 30D | +13.9% | -90.0% | +104.0% | +14.9% |
| 3M | +5.5% | -98.1% | +103.6% | +7.3% |
| 6M | +15.1% | -99.9% | +115.0% | +18.5% |
| YTD | +43.2% | -99.9% | +143.1% | +47.4% |
| 1Y | +65.0% | -100.0% | +165.0% | +71.1% |
| All | +65.0% | -100.0% | +165.0% | +71.1% |
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