+98.5%
FLEX vs VIVK
-100.0%
+198.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.3% | +13.8% | +1.4% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -10.1% | -43.6% | +33.5% | -10.4% |
| 3M | -31.3% | -95.1% | +63.8% | -31.9% |
| 6M | +71.3% | -98.2% | +169.5% | +68.7% |
| YTD | +81.2% | -97.9% | +179.2% | +75.8% |
| 1Y | +98.5% | -100.0% | +198.5% | +108.2% |
| All | +98.5% | -100.0% | +198.5% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling