+333.4%
FLUT vs VIVK
-100.0%
+433.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | +0.6% |
| 7D | +3.8% | +13.1% | -9.2% | +3.8% |
| 30D | +6.3% | -29.7% | +36.0% | +6.3% |
| 3M | -4.0% | -93.0% | +88.9% | -3.9% |
| 6M | -10.3% | -98.0% | +87.7% | -10.1% |
| YTD | -53.2% | -97.8% | +44.6% | -53.1% |
| 1Y | -65.0% | -100.0% | +34.9% | -64.9% |
| 3Y | -43.9% | -100.0% | +56.1% | -43.7% |
| 5Y | -49.2% | -100.0% | +50.7% | -49.1% |
| 10Y | -9.2% | -100.0% | +90.8% | -9.1% |
| All | +333.4% | -100.0% | +433.4% | +366.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling