+13.3%
FN vs VIVK
-100.0%
+113.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +0.4% |
| 7D | +5.8% | -7.9% | +13.7% | +5.7% |
| 30D | -20.6% | -42.0% | +21.3% | -21.2% |
| 3M | -28.6% | -92.5% | +63.9% | -30.1% |
| 6M | -20.7% | -98.0% | +77.3% | -23.2% |
| YTD | -8.1% | -97.9% | +89.8% | -13.7% |
| 1Y | +13.3% | -100.0% | +113.3% | +14.0% |
| All | +13.3% | -100.0% | +113.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling