-56.4%
FICO vs VIVK
-100.0%
+43.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -27.5% | +24.2% | -3.1% |
| 7D | +0.4% | -68.7% | +69.1% | +0.6% |
| 30D | +1.7% | -90.0% | +91.7% | +2.1% |
| 3M | -33.0% | -98.1% | +65.0% | -31.4% |
| 6M | -33.9% | -99.9% | +66.0% | -29.1% |
| YTD | -58.5% | -99.9% | +41.4% | -56.2% |
| 1Y | -56.4% | -100.0% | +43.6% | -52.0% |
| All | -56.4% | -100.0% | +43.6% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling