-100.0%
VIVK vs FLR
+238.1%
-338.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.6% | -7.7% |
| 7D | -4.4% | -3.5% | -0.9% | -3.6% |
| 30D | -40.8% | +4.2% | -45.0% | -41.2% |
| 3M | -94.1% | +8.1% | -102.2% | -94.3% |
| 6M | -98.2% | +21.5% | -119.7% | -98.3% |
| YTD | -98.0% | +36.8% | -134.8% | -98.2% |
| 1Y | -100.0% | +31.2% | -131.2% | -100.0% |
| 3Y | -100.0% | +53.9% | -153.9% | -100.0% |
| All | -100.0% | +238.1% | -338.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling