-57.6%
FISV vs VIVK
-100.0%
+42.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -7.4% | +12.8% | +5.5% |
| 7D | -2.7% | -4.4% | +1.7% | -2.6% |
| 30D | 0.0% | -40.8% | +40.9% | +0.5% |
| 3M | -2.8% | -94.1% | +91.4% | -0.4% |
| 6M | -11.8% | -98.2% | +86.4% | -9.1% |
| YTD | -23.2% | -98.0% | +74.8% | -21.4% |
| 1Y | -62.0% | -100.0% | +38.0% | -60.0% |
| 3Y | -57.6% | -100.0% | +42.4% | -57.4% |
| All | -57.6% | -100.0% | +42.4% | -57.4% |
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