+51.8%
FTNT vs VIVK
-100.0%
+151.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -27.5% | +28.4% | +1.7% |
| 7D | -25.7% | -68.7% | +43.0% | -23.9% |
| 30D | -29.7% | -90.0% | +60.3% | -26.4% |
| 3M | -23.1% | -98.1% | +74.9% | -16.6% |
| 6M | +45.0% | -99.9% | +144.9% | +68.6% |
| YTD | +62.9% | -99.9% | +162.9% | +85.1% |
| 1Y | +51.8% | -100.0% | +151.8% | +99.8% |
| All | +51.8% | -100.0% | +151.8% | +99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling