-21.7%
FN vs VIVK
-100.0%
+78.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -23.6% | +35.4% | +11.7% |
| 7D | +16.3% | -44.2% | +60.5% | +15.4% |
| 30D | -24.7% | -90.0% | +65.3% | -27.2% |
| 3M | -34.9% | -98.0% | +63.1% | -39.2% |
| 6M | -41.1% | -99.9% | +58.8% | -47.9% |
| YTD | -19.6% | -99.9% | +80.3% | -31.3% |
| All | -21.7% | -100.0% | +78.3% | -27.4% |
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