-100.0%
VIVK vs FDS
-29.0%
-71.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.2% | -6.2% | -7.2% |
| 7D | -4.4% | -14.0% | +9.6% | -2.2% |
| 30D | -40.8% | -6.2% | -34.6% | -40.2% |
| 3M | -94.1% | +10.2% | -104.3% | -94.3% |
| 6M | -98.2% | +27.4% | -125.6% | -98.3% |
| YTD | -98.0% | -9.3% | -88.8% | -98.1% |
| 1Y | -100.0% | -28.6% | -71.3% | -100.0% |
| 3Y | -100.0% | -36.8% | -63.2% | -100.0% |
| All | -100.0% | -29.0% | -71.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling