+101.7%
FICO vs VIVK
-100.0%
+201.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -12.3% | -4.4% | -16.5% |
| 7D | -19.2% | -1.4% | -17.8% | -19.1% |
| 30D | -14.6% | -43.6% | +29.0% | -13.9% |
| 3M | -20.1% | -95.1% | +75.0% | -17.1% |
| 6M | -36.3% | -98.2% | +61.9% | -33.5% |
| YTD | -44.9% | -97.9% | +53.1% | -43.1% |
| 1Y | -38.6% | -100.0% | +61.3% | -33.8% |
| 3Y | +4.0% | -100.0% | +104.0% | +10.5% |
| All | +101.7% | -100.0% | +201.7% | +116.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling