+1,583.6%
FLEX vs VIVK
-100.0%
+1,683.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.5% | +3.5% | -4.0% |
| 7D | +7.5% | -57.7% | +65.1% | +7.6% |
| 30D | -25.3% | -87.3% | +62.0% | -25.0% |
| 3M | -39.7% | -98.9% | +59.2% | -39.3% |
| 6M | -47.9% | -100.0% | +52.1% | -47.3% |
| YTD | +24.1% | -100.0% | +124.1% | +25.2% |
| 1Y | +26.0% | -100.0% | +126.0% | +27.6% |
| 3Y | +282.7% | -100.0% | +382.7% | +287.8% |
| 5Y | +424.2% | -100.0% | +524.2% | +431.6% |
| 10Y | +613.8% | -100.0% | +713.8% | +617.9% |
| All | +1,583.6% | -100.0% | +1,683.6% | +1,521.6% |
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