-100.0%
VIVK vs FGI
+93.3%
-193.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.7% | -6.3% |
| 7D | -7.9% | +14.7% | -22.6% | -7.9% |
| 30D | -42.0% | +67.0% | -108.9% | -42.3% |
| 3M | -92.5% | +31.0% | -123.5% | -92.5% |
| 6M | -98.0% | +126.8% | -224.8% | -98.2% |
| YTD | -97.9% | +35.6% | -133.5% | -98.0% |
| 1Y | -100.0% | +108.9% | -208.9% | -100.0% |
| All | -100.0% | +93.3% | -193.2% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling