+3,361.1%
FICO vs VIVK
-100.0%
+3,461.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -22.8% | +23.7% | +1.0% |
| 7D | +0.9% | -56.0% | +56.8% | +0.9% |
| 30D | +9.4% | -92.3% | +101.7% | +9.6% |
| 3M | -30.4% | -98.6% | +68.2% | -30.2% |
| 6M | -35.1% | -99.9% | +64.8% | -34.8% |
| YTD | -56.8% | -100.0% | +43.2% | -56.6% |
| 1Y | -58.4% | -100.0% | +41.6% | -58.2% |
| 3Y | -26.7% | -100.0% | +73.3% | -26.3% |
| 5Y | +88.0% | -100.0% | +188.0% | +89.1% |
| 10Y | +545.7% | -100.0% | +645.7% | +548.8% |
| All | +3,361.1% | -100.0% | +3,461.1% | +3,245.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling