+90.1%
FOXA vs VIVK
-100.0%
+190.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +2.0% |
| 7D | -3.7% | -9.5% | +5.7% | -3.7% |
| 30D | +5.4% | -35.1% | +40.5% | +5.7% |
| 3M | -3.7% | -93.4% | +89.6% | -1.9% |
| 6M | +12.6% | -98.0% | +110.5% | +15.0% |
| YTD | -10.0% | -97.9% | +87.9% | -8.6% |
| 1Y | +15.0% | -100.0% | +115.0% | +21.6% |
| 3Y | +115.1% | -100.0% | +215.1% | +123.4% |
| 5Y | +93.0% | -100.0% | +193.0% | +101.8% |
| All | +90.1% | -100.0% | +190.1% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling