+25.0%
FLEX vs VIVK
-100.0%
+125.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -27.5% | +15.1% | -12.3% |
| 7D | -17.0% | -68.7% | +51.7% | -17.4% |
| 30D | -33.8% | -90.0% | +56.2% | -34.9% |
| 3M | -39.0% | -98.1% | +59.0% | -41.3% |
| 6M | -15.9% | -99.9% | +84.0% | -22.3% |
| YTD | +27.8% | -99.9% | +127.8% | +17.7% |
| 1Y | +25.0% | -100.0% | +125.0% | +17.1% |
| All | +25.0% | -100.0% | +125.0% | +17.1% |
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