-100.0%
VIVK vs FGI
-68.3%
-31.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +5.9% | -20.2% | -14.5% |
| 7D | -48.0% | +6.9% | -54.9% | -48.1% |
| 30D | -88.4% | +3.9% | -92.4% | -88.4% |
| 3M | -98.7% | +74.3% | -173.0% | -98.8% |
| 6M | -100.0% | +28.9% | -128.9% | -100.0% |
| YTD | -100.0% | +39.1% | -139.1% | -100.0% |
| 1Y | -100.0% | +49.3% | -149.3% | -100.0% |
| 3Y | -100.0% | +5.7% | -105.7% | -100.0% |
| All | -100.0% | -68.3% | -31.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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