-26.5%
FIS vs VIVK
-100.0%
+73.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.3% | +2.9% | -3.4% |
| 7D | -9.1% | -7.9% | -1.2% | -9.1% |
| 30D | -10.4% | -42.0% | +31.5% | -10.3% |
| 3M | -3.7% | -92.5% | +88.8% | -3.4% |
| 6M | -24.8% | -98.0% | +73.2% | -24.4% |
| YTD | -41.6% | -97.9% | +56.3% | -41.2% |
| 1Y | -42.7% | -100.0% | +57.2% | -41.9% |
| All | -26.5% | -100.0% | +73.5% | -30.5% |
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