-100.0%
VIVK vs FFIV
+118.6%
-218.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.7% | -4.8% | -7.9% |
| 7D | -57.7% | -0.5% | -57.1% | -57.7% |
| 30D | -87.3% | -32.4% | -54.9% | -88.2% |
| 3M | -98.9% | -25.7% | -73.2% | -99.0% |
| 6M | -100.0% | -13.5% | -86.4% | -100.0% |
| YTD | -100.0% | +21.1% | -121.1% | -100.0% |
| 1Y | -100.0% | +29.4% | -129.4% | -100.0% |
| 3Y | -100.0% | +94.9% | -194.9% | -100.0% |
| 5Y | -100.0% | +34.7% | -134.7% | -100.0% |
| All | -100.0% | +118.6% | -218.6% | -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