+62.8%
FDX vs VIVK
-100.0%
+162.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -2.6% |
| 7D | -3.3% | +13.1% | -16.4% | -3.4% |
| 30D | -1.4% | -29.7% | +28.3% | -1.2% |
| 3M | -4.5% | -93.0% | +88.5% | -3.8% |
| 6M | +9.4% | -98.0% | +107.4% | +10.6% |
| YTD | +36.0% | -97.8% | +133.8% | +37.3% |
| 1Y | +75.5% | -100.0% | +175.5% | +79.1% |
| 3Y | +62.8% | -100.0% | +162.8% | +59.6% |
| All | +62.8% | -100.0% | +162.8% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling