+1,315.5%
FERG vs VIVK
-100.0%
+1,415.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +5.0% | -1.4% |
| 7D | +0.9% | -7.9% | +8.8% | +0.9% |
| 30D | -15.1% | -42.0% | +26.9% | -15.1% |
| 3M | -4.8% | -92.5% | +87.7% | -4.9% |
| 6M | -2.5% | -98.0% | +95.5% | -2.5% |
| YTD | +1.8% | -97.9% | +99.7% | +1.8% |
| 1Y | -0.3% | -100.0% | +99.6% | -0.4% |
| 3Y | +52.9% | -100.0% | +152.9% | +52.8% |
| 5Y | +69.3% | -100.0% | +169.3% | +69.2% |
| 10Y | +352.7% | -100.0% | +452.7% | +352.6% |
| All | +1,315.5% | -100.0% | +1,415.5% | +1,384.3% |
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