-42.2%
FIS vs VIVK
-100.0%
+57.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | -1.0% |
| 7D | -9.0% | -4.4% | -4.6% | -9.0% |
| 30D | -9.0% | -40.8% | +31.8% | -9.1% |
| 3M | -0.5% | -94.1% | +93.6% | -1.1% |
| 6M | -23.1% | -98.2% | +75.1% | -23.6% |
| YTD | -41.5% | -98.0% | +56.6% | -41.4% |
| 1Y | -42.2% | -100.0% | +57.8% | -43.9% |
| All | -42.2% | -100.0% | +57.8% | -43.9% |
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