+76.9%
FICO vs VIVK
-100.0%
+176.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +34.1% | -34.5% | -0.8% |
| 7D | -0.9% | -42.9% | +42.0% | -0.5% |
| 30D | +3.3% | -88.6% | +91.9% | +5.2% |
| 3M | -31.7% | -97.7% | +66.0% | -29.0% |
| 6M | -34.0% | -99.9% | +65.9% | -28.6% |
| YTD | -58.3% | -99.9% | +41.6% | -55.6% |
| 1Y | -57.9% | -100.0% | +42.1% | -53.9% |
| 3Y | -24.1% | -100.0% | +75.9% | -16.7% |
| All | +76.9% | -100.0% | +176.9% | +93.5% |
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 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