+890.0%
FN vs VIVK
-100.0%
+990.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.7% | -5.5% | +2.2% |
| 7D | +3.5% | +13.1% | -9.5% | +3.5% |
| 30D | -26.0% | -29.7% | +3.7% | -26.0% |
| 3M | -33.3% | -93.0% | +59.7% | -33.1% |
| 6M | -14.9% | -98.0% | +83.0% | -14.8% |
| YTD | -8.6% | -97.8% | +89.2% | -8.9% |
| 1Y | +12.3% | -100.0% | +112.3% | +13.6% |
| 3Y | +174.4% | -100.0% | +274.4% | +176.9% |
| 5Y | +296.4% | -100.0% | +396.4% | +300.1% |
| 10Y | +890.0% | -100.0% | +990.0% | +900.8% |
| All | +890.0% | -100.0% | +990.0% | +900.8% |
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