-100.0%
VIVK vs FDS
+31.1%
-131.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +2.9% | -30.3% | -27.8% |
| 7D | -68.7% | +9.4% | -78.1% | -69.4% |
| 30D | -90.0% | +23.8% | -113.8% | -90.5% |
| 3M | -98.1% | +25.1% | -123.2% | -98.2% |
| 6M | -99.9% | +53.8% | -153.7% | -99.9% |
| YTD | -99.9% | +19.6% | -119.5% | -100.0% |
| 1Y | -100.0% | +31.6% | -131.6% | -100.0% |
| All | -100.0% | +31.1% | -131.1% | -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