+153.5%
FDX vs VIVK
-100.0%
+253.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.0% | +1.6% |
| 7D | +5.2% | -57.7% | +62.9% | +5.8% |
| 30D | +11.3% | -87.3% | +98.6% | +12.6% |
| 3M | -4.1% | -98.9% | +94.8% | -1.3% |
| 6M | +9.6% | -100.0% | +109.6% | +14.9% |
| YTD | +40.9% | -100.0% | +140.9% | +46.7% |
| 1Y | +53.0% | -100.0% | +153.0% | +62.3% |
| 3Y | +74.1% | -100.0% | +174.1% | +84.0% |
| 5Y | +75.1% | -100.0% | +175.1% | +86.0% |
| All | +153.5% | -100.0% | +253.5% | +165.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling