+93.9%
FN vs VIVK
-100.0%
+193.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.5% | +0.2% | -7.2% |
| 7D | +0.3% | -57.7% | +57.9% | +0.8% |
| 30D | -16.5% | -87.3% | +70.7% | -16.1% |
| 3M | -42.1% | -98.9% | +56.8% | -42.3% |
| 6M | -52.9% | -100.0% | +47.1% | -53.0% |
| YTD | -28.0% | -100.0% | +72.0% | -30.3% |
| 1Y | -18.5% | -100.0% | +81.5% | -16.4% |
| 3Y | +93.9% | -100.0% | +193.9% | +101.6% |
| All | +93.9% | -100.0% | +193.9% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling