+351.3%
FERG vs VIVK
-100.0%
+451.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +0.7% |
| 7D | -2.6% | -4.4% | +1.8% | -2.6% |
| 30D | -8.9% | -40.8% | +31.9% | -8.9% |
| 3M | -2.0% | -94.1% | +92.1% | -2.1% |
| 6M | -3.2% | -98.2% | +95.0% | -3.2% |
| YTD | +1.5% | -98.0% | +99.5% | +1.5% |
| 1Y | +0.5% | -100.0% | +100.4% | +0.4% |
| 3Y | +50.4% | -100.0% | +150.4% | +50.1% |
| 5Y | +68.7% | -100.0% | +168.7% | +68.4% |
| All | +351.3% | -100.0% | +451.3% | +340.0% |
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 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