-100.0%
VIVK vs FGI
-70.6%
-29.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.1% | -0.8% | +34.9% | +34.1% |
| 7D | -42.9% | -7.0% | -36.0% | -42.8% |
| 30D | -88.6% | -4.2% | -84.4% | -88.6% |
| 3M | -97.7% | +55.6% | -153.3% | -97.7% |
| 6M | -99.9% | -3.2% | -96.7% | -99.9% |
| YTD | -99.9% | +29.1% | -129.0% | -99.9% |
| 1Y | -100.0% | +51.0% | -151.0% | -100.0% |
| 3Y | -100.0% | +1.5% | -101.5% | -100.0% |
| All | -100.0% | -70.6% | -29.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling