-100.0%
VIVK vs FRSH
+21.1%
-121.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -6.3% | -21.2% | -25.2% |
| 7D | -68.7% | -13.8% | -54.9% | -66.7% |
| 30D | -90.0% | +0.3% | -90.3% | -89.8% |
| 3M | -98.1% | +10.1% | -108.2% | -98.1% |
| 6M | -99.9% | +47.7% | -147.6% | -99.9% |
| YTD | -99.9% | +8.2% | -108.2% | -99.9% |
| 1Y | -100.0% | +21.4% | -121.4% | -100.0% |
| All | -100.0% | +21.1% | -121.1% | -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