+289.3%
FN vs VIVK
-100.0%
+389.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -12.3% | +15.5% | +3.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -22.0% | -43.6% | +21.6% | -21.9% |
| 3M | -43.0% | -95.1% | +52.1% | -42.5% |
| 6M | -27.7% | -98.2% | +70.4% | -27.3% |
| YTD | -10.5% | -97.9% | +87.4% | -11.5% |
| 1Y | +12.5% | -100.0% | +112.5% | +17.2% |
| 3Y | +153.8% | -100.0% | +253.8% | +160.8% |
| All | +289.3% | -100.0% | +389.3% | +305.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling