+330.9%
FLUT vs VIVK
-100.0%
+430.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -12.3% | +10.1% | -2.2% |
| 7D | -1.6% | -1.4% | -0.3% | -1.6% |
| 30D | +7.7% | -43.6% | +51.4% | +7.8% |
| 3M | -0.7% | -95.1% | +94.4% | -0.5% |
| 6M | -11.2% | -98.2% | +87.0% | -11.0% |
| YTD | -53.4% | -97.9% | +44.5% | -53.4% |
| 1Y | -65.8% | -100.0% | +34.2% | -65.6% |
| 3Y | -44.9% | -100.0% | +55.0% | -44.8% |
| 5Y | -49.7% | -100.0% | +50.3% | -49.5% |
| 10Y | -9.7% | -100.0% | +90.3% | -9.6% |
| All | +330.9% | -100.0% | +430.9% | +363.9% |
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