+130.0%
FITB vs VIVK
-100.0%
+230.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.4% |
| 7D | -1.0% | -9.5% | +8.5% | -0.9% |
| 30D | -5.5% | -35.1% | +29.6% | -5.1% |
| 3M | +4.1% | -93.4% | +97.5% | +6.5% |
| 6M | +18.7% | -98.0% | +116.7% | +22.2% |
| YTD | +18.2% | -97.9% | +116.0% | +20.1% |
| 1Y | +23.7% | -100.0% | +123.6% | +35.5% |
| All | +130.0% | -100.0% | +230.0% | +125.4% |
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