+129.6%
FIS vs VIVK
-100.0%
+229.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -12.3% | +11.4% | -0.9% |
| 7D | +1.1% | -1.4% | +2.5% | +1.1% |
| 30D | -2.2% | -43.6% | +41.4% | -2.2% |
| 3M | +2.1% | -95.1% | +97.3% | +2.3% |
| 6M | -14.7% | -98.2% | +83.5% | -14.5% |
| YTD | -35.7% | -97.9% | +62.2% | -35.6% |
| 1Y | -37.1% | -100.0% | +62.9% | -36.9% |
| 3Y | -20.0% | -100.0% | +80.0% | -19.8% |
| 5Y | -62.1% | -100.0% | +37.9% | -62.0% |
| 10Y | -37.4% | -100.0% | +62.6% | -37.1% |
| All | +129.6% | -100.0% | +229.6% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling