-23.6%
FPS vs VIVK
-99.9%
+76.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.6% | -0.3% | -9.8% |
| 7D | +21.6% | -38.6% | +60.3% | +21.4% |
| 30D | -38.8% | -87.7% | +49.0% | -39.5% |
| 3M | -42.1% | -98.9% | +56.7% | -46.3% |
| 6M | -48.5% | -100.0% | +51.5% | -56.1% |
| All | -23.6% | -99.9% | +76.3% | -31.0% |
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