-100.0%
VIVK vs FFIV
+100.0%
-200.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.9% | -10.2% | -5.1% |
| 7D | -7.9% | +3.5% | -11.4% | -6.8% |
| 30D | -42.0% | -1.3% | -40.7% | -42.2% |
| 3M | -92.5% | +2.4% | -94.9% | -92.3% |
| 6M | -98.0% | +41.8% | -139.8% | -97.7% |
| YTD | -97.9% | +58.5% | -156.4% | -97.5% |
| 1Y | -100.0% | +24.3% | -124.3% | -100.0% |
| 3Y | -100.0% | +152.0% | -252.0% | -100.0% |
| 5Y | -100.0% | +99.1% | -199.1% | -100.0% |
| All | -100.0% | +100.0% | -200.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling