+2,185.6%
FIX vs VIVK
-100.0%
+2,285.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.7% | -5.3% | +2.3% |
| 7D | +6.1% | +13.1% | -7.0% | +6.0% |
| 30D | -2.7% | -29.7% | +27.0% | -2.6% |
| 3M | -10.9% | -93.0% | +82.0% | -10.2% |
| 6M | +29.0% | -98.0% | +127.0% | +30.6% |
| YTD | +76.9% | -97.8% | +174.6% | +77.4% |
| 1Y | +130.7% | -100.0% | +230.7% | +137.2% |
| 3Y | +790.7% | -100.0% | +890.6% | +811.7% |
| 5Y | +2,185.6% | -100.0% | +2,285.6% | +2,250.7% |
| All | +2,185.6% | -100.0% | +2,285.6% | +2,250.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling