+1,033.9%
FLEX vs VIAV
+401.3%
+632.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -1.8% |
| 7D | +0.1% | +11.2% | -11.1% | -5.5% |
| 30D | -11.8% | -2.6% | -9.2% | -11.2% |
| 3M | -22.6% | -20.1% | -2.4% | -14.0% |
| 6M | +77.3% | +25.8% | +51.5% | +51.6% |
| YTD | +78.8% | +109.9% | -31.1% | +13.4% |
| 1Y | +86.1% | +214.3% | -128.2% | -7.8% |
| 3Y | +446.2% | +281.6% | +164.6% | +129.7% |
| 5Y | +689.7% | +132.6% | +557.1% | +333.7% |
| All | +1,033.9% | +401.3% | +632.6% | +360.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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