-8.5%
FPS vs VIVK
-98.3%
+89.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -20.0% |
| 3M | -51.5% | -95.1% | +43.7% | -54.9% |
| 6M | -8.5% | -98.2% | +89.7% | -14.9% |
| All | -8.5% | -98.3% | +89.8% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling