+2,358.9%
FLEX vs VIVK
-100.0%
+2,458.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.3% | +13.8% | +1.5% |
| 7D | -0.9% | -1.4% | +0.5% | -0.9% |
| 30D | -10.1% | -43.6% | +33.5% | -10.1% |
| 3M | -31.3% | -95.1% | +63.8% | -31.1% |
| 6M | +71.3% | -98.2% | +169.5% | +72.0% |
| YTD | +81.2% | -97.9% | +179.2% | +81.7% |
| 1Y | +98.5% | -100.0% | +198.5% | +100.2% |
| 3Y | +428.2% | -100.0% | +528.2% | +432.1% |
| 5Y | +657.3% | -100.0% | +757.3% | +662.9% |
| 10Y | +995.9% | -100.0% | +1,095.9% | +995.2% |
| All | +2,358.9% | -100.0% | +2,458.9% | +2,253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling