+14.4%
FIX vs VIVK
-100.0%
+114.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -27.5% | +12.4% | -14.7% |
| 7D | -18.9% | -68.7% | +49.8% | -18.1% |
| 30D | -36.3% | -90.0% | +53.7% | -35.4% |
| 3M | -38.5% | -98.1% | +59.5% | -37.8% |
| 6M | -42.3% | -99.9% | +57.6% | -40.8% |
| YTD | +17.1% | -99.9% | +117.0% | +16.4% |
| 1Y | +14.4% | -100.0% | +114.4% | +28.0% |
| All | +14.4% | -100.0% | +114.4% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling