+644.7%
FLEX vs VIAV
+315.1%
+329.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.3% |
| 7D | +17.1% | +23.7% | -6.7% | +4.4% |
| 30D | -29.5% | -21.2% | -8.4% | -19.9% |
| 3M | -37.3% | -24.5% | -12.7% | -27.8% |
| 6M | -44.1% | -39.1% | -5.0% | -29.2% |
| YTD | +29.3% | +82.6% | -53.3% | -12.1% |
| 1Y | +24.2% | +82.7% | -58.5% | -15.8% |
| 3Y | +297.3% | +315.1% | -17.7% | +56.4% |
| 5Y | +446.2% | +113.4% | +332.8% | +211.4% |
| All | +644.7% | +315.1% | +329.7% | +219.1% |
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