-100.0%
VIVK vs FLNC
-70.4%
-29.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.5% | -9.9% | -7.5% |
| 7D | -4.4% | -4.1% | -0.3% | -4.2% |
| 30D | -40.8% | -24.8% | -16.0% | -40.2% |
| 3M | -94.1% | -59.1% | -35.0% | -94.0% |
| 6M | -98.2% | -42.0% | -56.2% | -98.2% |
| YTD | -98.0% | -49.8% | -48.2% | -98.0% |
| 1Y | -100.0% | +43.1% | -143.0% | -100.0% |
| 3Y | -100.0% | -61.0% | -39.0% | -100.0% |
| All | -100.0% | -70.4% | -29.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling