-100.0%
VIVK vs FLNC
-69.0%
-31.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +10.2% | -37.6% | -27.8% |
| 7D | -68.7% | -2.1% | -66.6% | -68.6% |
| 30D | -90.0% | -20.8% | -69.2% | -90.0% |
| 3M | -98.1% | -61.3% | -36.7% | -98.0% |
| 6M | -99.9% | -50.9% | -49.1% | -99.9% |
| YTD | -99.9% | -69.4% | -30.6% | -99.9% |
| 1Y | -100.0% | -68.4% | -31.6% | -100.0% |
| All | -100.0% | -69.0% | -31.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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