-100.0%
VIVK vs FHN
+192.6%
-292.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.5% | -8.0% | -7.5% |
| 7D | -57.7% | +2.1% | -59.8% | -57.7% |
| 30D | -87.3% | +3.8% | -91.1% | -87.3% |
| 3M | -98.9% | -8.9% | -90.0% | -98.9% |
| 6M | -100.0% | +1.8% | -101.8% | -100.0% |
| YTD | -100.0% | +0.6% | -100.5% | -100.0% |
| 1Y | -100.0% | +12.9% | -112.9% | -100.0% |
| 3Y | -100.0% | +126.4% | -226.4% | -100.0% |
| 5Y | -100.0% | +62.3% | -162.3% | -100.0% |
| 10Y | -100.0% | +84.0% | -184.0% | -100.0% |
| All | -100.0% | +192.6% | -292.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 all: compounded portfolio wealth divided by compounded FHN 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…
all analysis · Full analysis span regression · 6 months rolling