+173.5%
FN vs VIVK
-100.0%
+273.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +34.1% | -22.4% | +11.3% |
| 7D | 0.0% | -42.9% | +42.9% | +0.1% |
| 30D | -34.3% | -88.6% | +54.3% | -34.0% |
| 3M | -39.9% | -97.7% | +57.8% | -39.6% |
| 6M | -51.8% | -99.9% | +48.1% | -51.1% |
| YTD | -28.1% | -99.9% | +71.8% | -28.7% |
| 1Y | -29.1% | -100.0% | +70.9% | -27.0% |
| 3Y | +102.4% | -100.0% | +202.4% | +109.3% |
| All | +173.5% | -100.0% | +273.5% | +185.3% |
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