+600.7%
FDX vs VIVK
-100.0%
+700.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.3% | +11.8% | -0.5% |
| 7D | -2.5% | -1.4% | -1.1% | -2.5% |
| 30D | +3.8% | -43.6% | +47.4% | +3.8% |
| 3M | -1.3% | -95.1% | +93.8% | -1.1% |
| 6M | +5.0% | -98.2% | +103.2% | +5.3% |
| YTD | +39.6% | -97.9% | +137.6% | +39.9% |
| 1Y | +81.1% | -100.0% | +181.1% | +82.0% |
| 3Y | +63.0% | -100.0% | +163.0% | +63.6% |
| 5Y | +65.6% | -100.0% | +165.6% | +66.2% |
| 10Y | +183.4% | -100.0% | +283.4% | +183.9% |
| All | +600.7% | -100.0% | +700.7% | +605.6% |
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 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