-80.8%
FIG vs VIVK
-100.0%
+19.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | -12.2% | -9.5% | -2.7% | -12.2% |
| 30D | -11.0% | -35.1% | +24.1% | -10.8% |
| 3M | +11.9% | -93.4% | +105.2% | +14.5% |
| 6M | -21.9% | -98.0% | +76.1% | -19.2% |
| YTD | -40.8% | -97.9% | +57.1% | -38.3% |
| 1Y | -56.6% | -100.0% | +43.3% | -52.5% |
| All | -80.8% | -100.0% | +19.1% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling