-100.0%
VIVK vs FTV
+89.3%
-189.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.4% | +7.8% |
| 7D | +13.1% | -0.4% | +13.4% | +13.2% |
| 30D | -29.7% | -8.3% | -21.4% | -28.3% |
| 3M | -93.0% | -7.4% | -85.6% | -92.9% |
| 6M | -98.0% | -1.2% | -96.8% | -98.0% |
| YTD | -97.8% | +2.7% | -100.5% | -97.8% |
| 1Y | -100.0% | +18.4% | -118.4% | -100.0% |
| 3Y | -100.0% | -2.0% | -97.9% | -100.0% |
| 5Y | -100.0% | +3.4% | -103.4% | -100.0% |
| 10Y | -100.0% | +78.5% | -178.5% | -100.0% |
| All | -100.0% | +89.3% | -189.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling