+1,033.9%
FLEX vs VIVK
-100.0%
+1,133.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.6% | -4.2% |
| 7D | +0.1% | -9.5% | +9.6% | +0.2% |
| 30D | -11.8% | -35.1% | +23.4% | -11.4% |
| 3M | -22.6% | -93.4% | +70.8% | -21.0% |
| 6M | +77.3% | -98.0% | +175.3% | +81.4% |
| YTD | +78.8% | -97.9% | +176.6% | +81.1% |
| 1Y | +86.1% | -100.0% | +186.0% | +96.8% |
| 3Y | +446.2% | -100.0% | +546.2% | +473.3% |
| 5Y | +689.7% | -100.0% | +789.7% | +729.4% |
| All | +1,033.9% | -100.0% | +1,133.9% | +1,023.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling