+6,034.5%
FIX vs VIVK
-100.0%
+6,134.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -2.0% |
| 7D | +3.5% | -7.9% | +11.4% | +3.6% |
| 30D | -3.5% | -42.0% | +38.4% | -3.3% |
| 3M | -11.8% | -92.5% | +80.7% | -10.9% |
| 6M | +17.8% | -98.0% | +115.8% | +19.4% |
| YTD | +73.3% | -97.9% | +171.2% | +74.7% |
| 1Y | +128.1% | -100.0% | +228.1% | +134.9% |
| 3Y | +772.7% | -100.0% | +872.6% | +794.4% |
| 5Y | +2,166.5% | -100.0% | +2,266.4% | +2,224.9% |
| 10Y | +6,034.5% | -100.0% | +6,134.5% | +6,005.2% |
| All | +6,034.5% | -100.0% | +6,134.5% | +6,005.2% |
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