-100.0%
VIVK vs FDS
-17.4%
-82.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.5% | -8.8% | -11.7% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | -43.6% | +9.0% | -52.6% | -44.4% |
| 3M | -95.1% | +18.9% | -114.0% | -95.3% |
| 6M | -98.2% | +35.1% | -133.3% | -98.4% |
| YTD | -97.9% | +5.5% | -103.4% | -98.7% |
| 1Y | -100.0% | -16.8% | -83.2% | -100.0% |
| All | -100.0% | -17.4% | -82.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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