+123.6%
FE vs VIVK
-100.0%
+223.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | -0.1% |
| 7D | -0.3% | -38.6% | +38.4% | -0.3% |
| 30D | +3.9% | -87.7% | +91.6% | +3.9% |
| 3M | -0.1% | -98.9% | +98.8% | -0.1% |
| 6M | +6.1% | -100.0% | +106.0% | +6.0% |
| YTD | +8.1% | -100.0% | +108.0% | +8.0% |
| 1Y | +4.4% | -100.0% | +104.4% | +4.3% |
| 3Y | +49.0% | -100.0% | +149.0% | +48.9% |
| 5Y | +46.1% | -100.0% | +146.1% | +46.0% |
| 10Y | +122.6% | -100.0% | +222.6% | +123.4% |
| All | +123.6% | -100.0% | +223.6% | +128.9% |
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