-3.7%
FISV vs VIVK
-100.0%
+96.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -27.5% | +33.7% | +6.4% |
| 7D | +29.6% | -68.7% | +98.3% | +30.8% |
| 30D | +34.5% | -90.0% | +124.5% | +37.0% |
| 3M | +11.2% | -98.1% | +109.3% | +15.5% |
| 6M | -1.2% | -99.9% | +98.7% | +6.4% |
| YTD | -7.6% | -99.9% | +92.3% | -1.7% |
| 1Y | -3.7% | -100.0% | +96.3% | +10.0% |
| All | -3.7% | -100.0% | +96.3% | +10.0% |
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 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