+3,553.2%
FIX vs VIVK
-100.0%
+3,653.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.1% | -1.3% |
| 7D | +9.4% | -57.7% | +67.1% | +10.2% |
| 30D | -27.8% | -87.3% | +59.5% | -26.8% |
| 3M | -35.6% | -98.9% | +63.4% | -33.9% |
| 6M | -45.2% | -100.0% | +54.7% | -43.2% |
| YTD | +19.5% | -100.0% | +119.4% | +23.1% |
| 1Y | +24.2% | -100.0% | +124.2% | +30.1% |
| 3Y | +494.2% | -100.0% | +594.2% | +521.1% |
| 5Y | +1,036.1% | -100.0% | +1,136.1% | +1,091.7% |
| All | +3,553.2% | -100.0% | +3,653.2% | +3,719.3% |
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