-9.3%
FLUT vs VIVK
-100.0%
+90.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.3% | +1.9% |
| 7D | +0.4% | -4.4% | +4.8% | +0.5% |
| 30D | +2.5% | -40.8% | +43.3% | +2.8% |
| 3M | -9.2% | -94.1% | +84.9% | -8.1% |
| 6M | -8.2% | -98.2% | +90.0% | -6.7% |
| YTD | -53.2% | -98.0% | +44.8% | -52.7% |
| 1Y | -65.6% | -100.0% | +34.4% | -64.5% |
| 3Y | -43.6% | -100.0% | +56.4% | -42.1% |
| 5Y | -50.3% | -100.0% | +49.7% | -49.0% |
| All | -9.3% | -100.0% | +90.7% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling