+1,046.7%
FIX vs VIVK
-100.0%
+1,146.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -23.6% | +33.0% | +9.7% |
| 7D | -7.2% | -44.2% | +37.0% | -6.7% |
| 30D | -35.1% | -90.0% | +54.9% | -34.0% |
| 3M | -34.3% | -98.0% | +63.7% | -32.7% |
| 6M | -42.9% | -99.9% | +57.0% | -40.6% |
| YTD | +19.5% | -99.9% | +119.4% | +22.6% |
| 1Y | +16.8% | -100.0% | +116.8% | +22.7% |
| 3Y | +506.7% | -100.0% | +606.7% | +535.6% |
| 5Y | +1,046.7% | -100.0% | +1,146.7% | +1,079.7% |
| All | +1,046.7% | -100.0% | +1,146.7% | +1,079.7% |
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