-59.0%
FICO vs VIVK
-100.0%
+41.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.3% | +14.1% | -0.2% |
| 7D | +4.0% | -48.0% | +52.0% | +4.0% |
| 30D | -1.5% | -88.4% | +86.9% | -1.3% |
| 3M | -29.8% | -98.7% | +68.9% | -28.2% |
| 6M | -33.3% | -100.0% | +66.7% | -28.5% |
| YTD | -56.9% | -100.0% | +43.1% | -54.5% |
| All | -59.0% | -100.0% | +41.0% | -53.6% |
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