-40.6%
FIS vs VIVK
-100.0%
+59.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.5% | +0.2% |
| 7D | -7.9% | -4.4% | -3.5% | -7.9% |
| 30D | -8.0% | -40.8% | +32.8% | -7.6% |
| 3M | +0.6% | -94.1% | +94.7% | +2.3% |
| 6M | -22.2% | -98.2% | +76.0% | -20.5% |
| YTD | -40.8% | -98.0% | +57.2% | -39.9% |
| 1Y | -41.5% | -100.0% | +58.4% | -39.1% |
| 3Y | -25.5% | -100.0% | +74.5% | -22.9% |
| 5Y | -64.8% | -100.0% | +35.2% | -63.6% |
| All | -40.6% | -100.0% | +59.4% | -40.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling