+478.1%
FLEX vs VIVK
-100.0%
+578.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.7% | -3.3% | +4.3% |
| 7D | +7.0% | +13.1% | -6.1% | +6.9% |
| 30D | -5.8% | -29.7% | +23.9% | -5.7% |
| 3M | -24.2% | -93.0% | +68.8% | -23.4% |
| 6M | +90.8% | -98.0% | +188.8% | +92.4% |
| YTD | +89.2% | -97.8% | +187.0% | +87.5% |
| 1Y | +104.7% | -100.0% | +204.7% | +121.3% |
| 3Y | +478.1% | -100.0% | +578.1% | +493.2% |
| All | +478.1% | -100.0% | +578.1% | +493.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling