+177.0%
FDX vs VIVK
-100.0%
+277.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.8% |
| 7D | -3.9% | -9.5% | +5.6% | -3.8% |
| 30D | -3.3% | -35.1% | +31.8% | -3.0% |
| 3M | -2.0% | -93.4% | +91.4% | -0.4% |
| 6M | +8.0% | -98.0% | +106.0% | +10.2% |
| YTD | +35.0% | -97.9% | +132.9% | +37.0% |
| 1Y | +73.7% | -100.0% | +173.6% | +80.6% |
| 3Y | +61.6% | -100.0% | +161.6% | +66.8% |
| 5Y | +65.4% | -100.0% | +165.4% | +70.9% |
| All | +177.0% | -100.0% | +277.0% | +182.0% |
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