-80.3%
FIG vs VIVK
-100.0%
+19.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.7% | -13.3% | -5.7% |
| 7D | -16.4% | +13.1% | -29.4% | -16.4% |
| 30D | -2.3% | -29.7% | +27.3% | -2.2% |
| 3M | +7.8% | -93.0% | +100.8% | +10.3% |
| 6M | -21.8% | -98.0% | +76.1% | -19.2% |
| YTD | -39.1% | -97.8% | +58.6% | -36.7% |
| 1Y | -56.6% | -100.0% | +43.3% | -51.7% |
| All | -80.3% | -100.0% | +19.7% | -70.7% |
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