+725.7%
FLEX vs VIVK
-100.0%
+825.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +4.9% | -1.4% |
| 7D | +6.4% | -7.9% | +14.2% | +6.4% |
| 30D | -5.9% | -42.0% | +36.1% | -5.7% |
| 3M | -23.5% | -92.5% | +69.0% | -22.8% |
| 6M | +83.7% | -98.0% | +181.7% | +85.2% |
| YTD | +86.5% | -97.9% | +184.4% | +86.0% |
| 1Y | +100.5% | -100.0% | +200.5% | +109.4% |
| 3Y | +469.8% | -100.0% | +569.8% | +491.7% |
| 5Y | +725.7% | -100.0% | +825.7% | +750.0% |
| All | +725.7% | -100.0% | +825.7% | +750.0% |
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