+11,840.2%
FIX vs VIVK
-100.0%
+11,940.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -23.6% | +33.0% | +9.4% |
| 7D | -7.2% | -44.2% | +37.0% | -7.3% |
| 30D | -35.1% | -90.0% | +54.9% | -35.2% |
| 3M | -34.3% | -98.0% | +63.7% | -34.4% |
| 6M | -42.9% | -99.9% | +57.0% | -43.2% |
| YTD | +19.5% | -99.9% | +119.4% | +19.0% |
| 1Y | +16.8% | -100.0% | +116.8% | +16.1% |
| 3Y | +506.7% | -100.0% | +606.7% | +503.2% |
| 5Y | +1,046.7% | -100.0% | +1,146.7% | +1,039.5% |
| 10Y | +3,800.0% | -100.0% | +3,900.0% | +3,821.9% |
| All | +11,840.2% | -100.0% | +11,940.2% | +13,358.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling