-100.0%
VIVK vs FND
-50.8%
-49.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.5% |
| 7D | -9.5% | -5.1% | -4.4% | -9.1% |
| 30D | -35.1% | -22.5% | -12.6% | -33.6% |
| 3M | -93.4% | -5.0% | -88.4% | -93.4% |
| 6M | -98.0% | -21.5% | -76.4% | -97.9% |
| YTD | -97.9% | -23.0% | -74.8% | -97.8% |
| 1Y | -100.0% | -44.9% | -55.1% | -100.0% |
| All | -100.0% | -50.8% | -49.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling