-100.0%
VIVK vs FIGR
+6.3%
-106.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.4% | +1.2% | +6.9% |
| 7D | +13.1% | +13.5% | -0.5% | +11.5% |
| 30D | -29.7% | +33.7% | -63.4% | -32.2% |
| 3M | -93.0% | +37.3% | -130.3% | -93.3% |
| 6M | -98.0% | +25.5% | -123.5% | -98.1% |
| YTD | -97.8% | -6.3% | -91.5% | -97.8% |
| All | -100.0% | +6.3% | -106.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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