-41.2%
FIS vs VIVK
-100.0%
+58.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | -0.9% |
| 7D | -9.0% | -4.4% | -4.6% | -8.9% |
| 30D | -9.0% | -40.8% | +31.8% | -8.7% |
| 3M | -0.5% | -94.1% | +93.6% | +1.2% |
| 6M | -23.1% | -98.2% | +75.1% | -21.5% |
| YTD | -41.5% | -98.0% | +56.6% | -40.5% |
| 1Y | -42.2% | -100.0% | +57.8% | -39.8% |
| 3Y | -26.3% | -100.0% | +73.6% | -23.8% |
| 5Y | -65.2% | -100.0% | +34.8% | -64.0% |
| All | -41.2% | -100.0% | +58.7% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling