+424.8%
FLEX vs VIVK
-100.0%
+524.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.5% | +3.5% | -3.9% |
| 7D | +7.5% | -57.7% | +65.1% | +8.5% |
| 30D | -25.3% | -87.3% | +62.0% | -23.9% |
| 3M | -39.7% | -98.9% | +59.2% | -37.8% |
| 6M | -47.9% | -100.0% | +52.1% | -45.5% |
| YTD | +24.1% | -100.0% | +124.1% | +27.5% |
| 1Y | +26.0% | -100.0% | +126.0% | +34.7% |
| 3Y | +282.7% | -100.0% | +382.7% | +310.5% |
| All | +424.8% | -100.0% | +524.8% | +457.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling