-58.5%
FIG vs VIVK
-100.0%
+41.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.4% | +12.2% | +4.8% |
| 7D | -3.8% | -4.4% | +0.6% | -3.8% |
| 30D | -2.3% | -40.8% | +38.5% | -2.1% |
| 3M | +20.0% | -94.1% | +114.1% | +22.6% |
| 6M | -16.7% | -98.2% | +81.5% | -14.0% |
| YTD | -37.9% | -98.0% | +60.1% | -35.4% |
| 1Y | -58.5% | -100.0% | +41.4% | -57.6% |
| All | -58.5% | -100.0% | +41.4% | -57.6% |
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