-100.0%
VIVK vs FRSH
-3.3%
-96.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.7% | -7.6% | -10.9% |
| 7D | -1.4% | -8.2% | +6.8% | +1.2% |
| 30D | -43.6% | +10.5% | -54.1% | -45.4% |
| 3M | -95.1% | +32.7% | -127.9% | -95.5% |
| 6M | -98.2% | +50.3% | -148.5% | -98.4% |
| YTD | -97.9% | +3.9% | -101.8% | -98.2% |
| 1Y | -100.0% | -2.2% | -97.8% | -100.0% |
| All | -100.0% | -3.3% | -96.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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