+8.1%
FPS vs VIVK
-97.0%
+105.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -12.3% | +14.8% | +2.0% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | -18.6% | -43.6% | +25.1% | -20.1% |
| 3M | -51.5% | -95.1% | +43.7% | -55.3% |
| 6M | -8.5% | -98.2% | +89.7% | -15.9% |
| All | +8.1% | -97.0% | +105.1% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling