+760.8%
FITB vs VIVK
-100.0%
+860.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.3% | -0.7% |
| 7D | +2.8% | +13.1% | -10.2% | +2.8% |
| 30D | -4.5% | -29.7% | +25.1% | -4.5% |
| 3M | +5.7% | -93.0% | +98.6% | +5.8% |
| 6M | +17.1% | -98.0% | +115.1% | +17.4% |
| YTD | +18.3% | -97.8% | +116.1% | +18.5% |
| 1Y | +23.9% | -100.0% | +123.9% | +24.5% |
| 3Y | +131.1% | -100.0% | +231.1% | +132.0% |
| 5Y | +71.1% | -100.0% | +171.1% | +71.8% |
| 10Y | +283.9% | -100.0% | +383.9% | +285.2% |
| All | +760.8% | -100.0% | +860.8% | +779.9% |
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