+478.1%
FLEX vs VIAV
+290.6%
+187.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +11.2% | -6.8% | -0.4% |
| 7D | +7.0% | +11.3% | -4.3% | +2.0% |
| 30D | -5.8% | -1.0% | -4.8% | -5.8% |
| 3M | -24.2% | -20.5% | -3.7% | -17.4% |
| 6M | +90.8% | +39.0% | +51.8% | +66.3% |
| YTD | +89.2% | +117.5% | -28.3% | +38.6% |
| 1Y | +104.7% | +233.8% | -129.1% | +25.5% |
| 3Y | +478.1% | +295.4% | +182.7% | +233.1% |
| All | +478.1% | +290.6% | +187.5% | +233.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling