+46.2%
FE vs VIVK
-100.0%
+146.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.3% | -0.7% |
| 7D | +0.6% | +13.1% | -12.4% | +0.6% |
| 30D | -2.1% | -29.7% | +27.5% | -2.0% |
| 3M | +2.6% | -93.0% | +95.6% | +3.6% |
| 6M | -6.8% | -98.0% | +91.2% | -5.6% |
| YTD | +6.9% | -97.8% | +104.6% | +7.9% |
| 1Y | +11.6% | -100.0% | +111.5% | +13.9% |
| 3Y | +47.7% | -100.0% | +147.7% | +50.2% |
| 5Y | +46.2% | -100.0% | +146.2% | +49.1% |
| All | +46.2% | -100.0% | +146.2% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling