-64.8%
FIS vs VIVK
-100.0%
+35.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.2% |
| 7D | -8.9% | -9.5% | +0.6% | -8.8% |
| 30D | -9.9% | -35.1% | +25.2% | -9.5% |
| 3M | 0.0% | -93.4% | +93.3% | +2.4% |
| 6M | -22.9% | -98.0% | +75.1% | -20.6% |
| YTD | -40.9% | -97.9% | +57.0% | -39.6% |
| 1Y | -40.4% | -100.0% | +59.5% | -36.0% |
| 3Y | -25.4% | -100.0% | +74.6% | -21.8% |
| 5Y | -64.8% | -100.0% | +35.2% | -63.0% |
| All | -64.8% | -100.0% | +35.2% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling