+270.5%
FTI vs VIVK
-100.0%
+370.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.4% | +8.4% | +1.1% |
| 7D | -4.4% | -4.4% | 0.0% | -4.4% |
| 30D | +1.5% | -40.8% | +42.3% | +1.8% |
| 3M | +8.2% | -94.1% | +102.3% | +9.0% |
| 6M | +18.8% | -98.2% | +117.0% | +19.7% |
| YTD | +71.7% | -98.0% | +169.7% | +72.3% |
| 1Y | +90.0% | -100.0% | +190.0% | +92.0% |
| 3Y | +270.5% | -100.0% | +370.5% | +290.0% |
| All | +270.5% | -100.0% | +370.5% | +290.0% |
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 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