-48.5%
FPS vs VIVK
-100.0%
+51.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -9.6% | -0.3% | -9.7% |
| 7D | +21.6% | -38.6% | +60.3% | +21.7% |
| 30D | -38.8% | -87.7% | +49.0% | -38.8% |
| 3M | -42.1% | -98.9% | +56.7% | -46.8% |
| 6M | -48.5% | -100.0% | +51.5% | -60.0% |
| All | -48.5% | -100.0% | +51.5% | -60.0% |
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 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