+114.5%
FE vs VIVK
-100.0%
+214.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.5% |
| 7D | -0.2% | -7.9% | +7.7% | -0.1% |
| 30D | -1.2% | -42.0% | +40.8% | -0.9% |
| 3M | +1.7% | -92.5% | +94.2% | +2.7% |
| 6M | -7.5% | -98.0% | +90.5% | -6.2% |
| YTD | +6.3% | -97.9% | +104.2% | +7.4% |
| 1Y | +10.9% | -100.0% | +110.8% | +13.7% |
| 3Y | +46.9% | -100.0% | +146.9% | +50.1% |
| 5Y | +47.6% | -100.0% | +147.6% | +51.0% |
| 10Y | +114.5% | -100.0% | +214.5% | +112.2% |
| All | +114.5% | -100.0% | +214.5% | +112.2% |
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