+602.8%
FICO vs VIVK
-100.0%
+702.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.5% | 0.0% |
| 7D | -15.4% | +13.1% | -28.5% | -15.5% |
| 30D | -10.4% | -29.7% | +19.3% | -10.1% |
| 3M | -22.7% | -93.0% | +70.3% | -21.4% |
| 6M | -36.8% | -98.0% | +61.2% | -35.4% |
| YTD | -44.8% | -97.8% | +53.0% | -43.9% |
| 1Y | -39.3% | -100.0% | +60.6% | -37.1% |
| 3Y | +3.7% | -100.0% | +103.7% | +7.1% |
| 5Y | +101.7% | -100.0% | +201.7% | +108.2% |
| 10Y | +602.8% | -100.0% | +702.7% | +610.5% |
| All | +602.8% | -100.0% | +702.7% | +610.5% |
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