-100.0%
VIVK vs FND
+58.4%
-158.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.6% | +12.3% | +7.6% |
| 7D | +13.1% | +0.4% | +12.7% | +13.1% |
| 30D | -29.7% | -23.6% | -6.1% | -30.0% |
| 3M | -93.0% | +4.3% | -97.3% | -93.0% |
| 6M | -98.0% | -20.3% | -77.7% | -98.0% |
| YTD | -97.8% | -21.3% | -76.5% | -97.8% |
| 1Y | -100.0% | -45.4% | -54.6% | -100.0% |
| 3Y | -100.0% | -48.9% | -51.1% | -100.0% |
| 5Y | -100.0% | -61.0% | -39.0% | -100.0% |
| All | -100.0% | +58.4% | -158.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling