-100.0%
VIVK vs FGI
+51.2%
-151.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.2% | -15.7% | -9.5% |
| 7D | -38.6% | +13.5% | -52.2% | -38.5% |
| 30D | -87.7% | +17.1% | -104.8% | -87.7% |
| 3M | -98.9% | +78.0% | -176.9% | -98.8% |
| 6M | -100.0% | +46.4% | -146.4% | -100.0% |
| YTD | -100.0% | +47.7% | -147.7% | -100.0% |
| 1Y | -100.0% | +56.8% | -156.8% | -100.0% |
| All | -100.0% | +51.2% | -151.2% | -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