-100.0%
VIVK vs FFIV
+238.2%
-338.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.1% |
| 7D | -9.5% | +1.6% | -11.1% | -9.1% |
| 30D | -35.1% | -3.7% | -31.4% | -35.5% |
| 3M | -93.4% | +2.0% | -95.3% | -93.3% |
| 6M | -98.0% | +39.3% | -137.2% | -97.8% |
| YTD | -97.9% | +56.1% | -154.0% | -97.7% |
| 1Y | -100.0% | +22.0% | -121.9% | -100.0% |
| 3Y | -100.0% | +148.2% | -248.2% | -100.0% |
| 5Y | -100.0% | +96.3% | -196.3% | -100.0% |
| All | -100.0% | +238.2% | -338.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling