+284.0%
FITB vs VIVK
-100.0%
+384.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.6% |
| 7D | -0.3% | -4.4% | +4.1% | -0.2% |
| 30D | -5.7% | -40.8% | +35.1% | -5.3% |
| 3M | +3.2% | -94.1% | +97.3% | +5.2% |
| 6M | +23.4% | -98.2% | +121.6% | +26.4% |
| YTD | +18.8% | -98.0% | +116.8% | +20.8% |
| 1Y | +25.0% | -100.0% | +124.9% | +31.1% |
| 3Y | +131.2% | -100.0% | +231.2% | +140.8% |
| 5Y | +70.7% | -100.0% | +170.7% | +78.0% |
| All | +284.0% | -100.0% | +384.0% | +301.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling