+317.5%
FISV vs VIVK
-100.0%
+417.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | -7.2% | -9.5% | +2.3% | -7.2% |
| 30D | -7.2% | -35.1% | +27.9% | -7.1% |
| 3M | -8.2% | -93.4% | +85.2% | -8.0% |
| 6M | -17.7% | -98.0% | +80.3% | -17.5% |
| YTD | -27.2% | -97.9% | +70.7% | -27.0% |
| 1Y | -63.0% | -100.0% | +37.0% | -62.8% |
| 3Y | -59.8% | -100.0% | +40.2% | -59.6% |
| 5Y | -55.8% | -100.0% | +44.2% | -55.6% |
| 10Y | -2.4% | -100.0% | +97.6% | -2.1% |
| All | +317.5% | -100.0% | +417.5% | +311.0% |
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 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