+390.3%
FTI vs VIVK
-100.0%
+490.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.4% |
| 7D | -2.3% | -7.9% | +5.6% | -2.3% |
| 30D | +5.0% | -42.0% | +47.0% | +5.1% |
| 3M | +13.8% | -92.5% | +106.3% | +14.0% |
| 6M | +22.9% | -98.0% | +120.9% | +23.1% |
| YTD | +75.0% | -97.9% | +172.9% | +75.2% |
| 1Y | +96.9% | -100.0% | +196.9% | +97.4% |
| 3Y | +276.7% | -100.0% | +376.7% | +277.6% |
| 5Y | +1,157.0% | -100.0% | +1,257.0% | +1,159.9% |
| 10Y | +310.7% | -100.0% | +410.7% | +312.9% |
| All | +390.3% | -100.0% | +490.3% | +413.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling