-100.0%
VIVK vs FTV
+80.7%
-180.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.3% | -7.7% | -7.4% |
| 7D | -4.4% | -4.0% | -0.4% | -3.7% |
| 30D | -40.8% | -11.0% | -29.8% | -39.5% |
| 3M | -94.1% | -8.4% | -85.7% | -94.1% |
| 6M | -98.2% | -2.6% | -95.6% | -98.2% |
| YTD | -98.0% | -0.6% | -97.4% | -98.0% |
| 1Y | -100.0% | +11.0% | -110.9% | -100.0% |
| 3Y | -100.0% | -6.3% | -93.6% | -100.0% |
| 5Y | -100.0% | -1.5% | -98.5% | -100.0% |
| All | -100.0% | +80.7% | -180.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling