-100.0%
VIVK vs FND
-45.3%
-54.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.4% | -7.6% |
| 7D | -4.4% | -5.8% | +1.4% | -3.2% |
| 30D | -40.8% | -20.2% | -20.6% | -37.6% |
| 3M | -94.1% | -12.0% | -82.2% | -94.2% |
| 6M | -98.2% | -18.5% | -79.7% | -98.1% |
| YTD | -98.0% | -22.3% | -75.8% | -97.8% |
| 1Y | -100.0% | -47.6% | -52.3% | -100.0% |
| All | -100.0% | -45.3% | -54.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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