-100.0%
VIVK vs FRSH
-72.5%
-27.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.2% | -7.6% | -7.4% |
| 7D | -4.4% | -6.6% | +2.2% | -3.6% |
| 30D | -40.8% | +2.1% | -42.9% | -41.1% |
| 3M | -94.1% | +29.0% | -123.1% | -94.4% |
| 6M | -98.2% | +48.6% | -146.8% | -98.3% |
| YTD | -98.0% | -2.9% | -95.1% | -98.0% |
| 1Y | -100.0% | -7.9% | -92.1% | -100.0% |
| 3Y | -100.0% | -46.5% | -53.5% | -100.0% |
| All | -100.0% | -72.5% | -27.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling