-100.0%
VIVK vs FDS
-28.0%
-72.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.8% | +8.2% | +3.3% |
| 7D | -9.5% | -16.0% | +6.5% | -6.9% |
| 30D | -35.1% | -6.7% | -28.4% | -34.4% |
| 3M | -93.4% | +6.0% | -99.3% | -93.4% |
| 6M | -98.0% | +25.1% | -123.1% | -98.1% |
| YTD | -97.9% | -8.1% | -89.7% | -98.7% |
| 1Y | -100.0% | -26.0% | -73.9% | -100.0% |
| All | -100.0% | -28.0% | -72.0% | -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