-100.0%
VIVK vs FGI
-16.0%
-84.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -25.2% | +17.7% | -7.3% |
| 7D | -57.7% | -14.4% | -43.3% | -57.6% |
| 30D | -87.3% | -11.8% | -75.5% | -87.2% |
| 3M | -98.9% | -46.2% | -52.7% | -98.9% |
| 6M | -100.0% | +5.2% | -105.1% | -100.0% |
| YTD | -100.0% | +10.5% | -110.5% | -100.0% |
| 1Y | -100.0% | +25.5% | -125.5% | -100.0% |
| 3Y | -100.0% | -16.0% | -84.0% | -100.0% |
| All | -100.0% | -16.0% | -84.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling