-51.8%
FN vs VIVK
-99.9%
+48.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +34.1% | -22.4% | +11.0% |
| 7D | 0.0% | -42.9% | +42.9% | -1.4% |
| 30D | -34.3% | -88.6% | +54.3% | -37.3% |
| 3M | -39.9% | -97.7% | +57.8% | -45.6% |
| 6M | -51.8% | -99.9% | +48.1% | -59.8% |
| All | -51.8% | -99.9% | +48.1% | -59.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling