-61.1%
FISV vs VIVK
-100.0%
+38.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -12.3% | +12.8% | +0.6% |
| 7D | -0.3% | -1.4% | +1.0% | -0.3% |
| 30D | -2.1% | -43.6% | +41.6% | -1.5% |
| 3M | -5.7% | -95.1% | +89.4% | -3.1% |
| 6M | -15.3% | -98.2% | +82.9% | -12.6% |
| YTD | -21.1% | -97.9% | +76.8% | -19.1% |
| 1Y | -61.1% | -100.0% | +38.9% | -59.8% |
| All | -61.1% | -100.0% | +38.9% | -59.8% |
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