+0.7%
FPS vs VIVK
-96.9%
+97.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.4% | -8.2% | -5.7% |
| 7D | -4.6% | -9.5% | +4.9% | -4.9% |
| 30D | -22.6% | -35.1% | +12.5% | -23.7% |
| 3M | -45.1% | -93.4% | +48.2% | -49.0% |
| 6M | -17.8% | -98.0% | +80.1% | -24.1% |
| All | +0.7% | -96.9% | +97.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling