-23.7%
FPS vs VIVK
-99.9%
+76.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.5% | +7.4% | -0.1% |
| 7D | +13.6% | -57.7% | +71.2% | +13.7% |
| 30D | -32.4% | -87.3% | +54.9% | -33.0% |
| 3M | -41.1% | -98.9% | +57.8% | -45.2% |
| 6M | -51.4% | -100.0% | +48.5% | -58.4% |
| All | -23.7% | -99.9% | +76.2% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling