-100.0%
VIVK vs FGI
-69.8%
-30.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.9% | +5.8% | +7.6% |
| 7D | +13.1% | +5.2% | +7.9% | +12.9% |
| 30D | -29.7% | +65.2% | -94.9% | -31.6% |
| 3M | -93.0% | +30.2% | -123.1% | -93.1% |
| 6M | -98.0% | +87.8% | -185.8% | -98.2% |
| YTD | -97.8% | +32.5% | -130.2% | -97.9% |
| 1Y | -100.0% | +93.6% | -193.6% | -100.0% |
| 3Y | -100.0% | -2.6% | -97.4% | -100.0% |
| All | -100.0% | -69.8% | -30.2% | -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