-63.2%
FLUT vs VIVK
-100.0%
+36.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -27.5% | +25.1% | -2.5% |
| 7D | +4.2% | -68.7% | +72.8% | +3.7% |
| 30D | +8.0% | -90.0% | +98.0% | +7.1% |
| 3M | -22.1% | -98.1% | +76.0% | -22.9% |
| 6M | -21.7% | -99.9% | +78.2% | -21.8% |
| YTD | -62.0% | -99.9% | +38.0% | -62.2% |
| 1Y | -63.2% | -100.0% | +36.8% | -62.8% |
| All | -63.2% | -100.0% | +36.8% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling