+282.7%
FLEX vs VIAV
+295.9%
-13.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.6% | +1.6% | -1.3% |
| 7D | +7.5% | +7.9% | -0.5% | +3.8% |
| 30D | -25.3% | -20.3% | -5.0% | -17.0% |
| 3M | -39.7% | -28.5% | -11.1% | -30.1% |
| 6M | -47.9% | -42.7% | -5.1% | -34.9% |
| YTD | +24.1% | +72.4% | -48.3% | +1.3% |
| 1Y | +26.0% | +81.5% | -55.5% | +0.9% |
| 3Y | +282.7% | +293.8% | -11.2% | +120.1% |
| All | +282.7% | +295.9% | -13.2% | +120.1% |
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