+122.7%
FE vs VIVK
-100.0%
+222.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.3% | +11.7% | -0.6% |
| 7D | +1.9% | -1.4% | +3.3% | +1.9% |
| 30D | -1.2% | -43.6% | +42.5% | -1.2% |
| 3M | +3.5% | -95.1% | +98.6% | +3.5% |
| 6M | -6.1% | -98.2% | +92.1% | -6.1% |
| YTD | +7.6% | -97.9% | +105.5% | +7.6% |
| 1Y | +11.9% | -100.0% | +111.9% | +11.8% |
| 3Y | +48.4% | -100.0% | +148.4% | +48.4% |
| 5Y | +44.8% | -100.0% | +144.8% | +44.7% |
| 10Y | +115.9% | -100.0% | +215.9% | +116.8% |
| All | +122.7% | -100.0% | +222.7% | +128.0% |
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