-44.3%
FLUT vs VIVK
-100.0%
+55.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.3% | +5.0% | -1.3% |
| 7D | -2.6% | -7.9% | +5.3% | -2.6% |
| 30D | +5.4% | -42.0% | +47.3% | +5.5% |
| 3M | -10.8% | -92.5% | +81.7% | -10.0% |
| 6M | -9.2% | -98.0% | +88.8% | -8.0% |
| YTD | -53.8% | -97.9% | +44.1% | -53.4% |
| 1Y | -66.0% | -100.0% | +34.0% | -64.5% |
| All | -44.3% | -100.0% | +55.7% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling