-100.0%
VIVK vs FLR
+30.1%
-130.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.8% | +6.8% | +7.6% |
| 7D | +13.1% | +0.7% | +12.4% | +13.0% |
| 30D | -29.7% | -0.7% | -29.0% | -29.7% |
| 3M | -93.0% | +14.3% | -107.3% | -93.1% |
| 6M | -98.0% | +25.6% | -123.6% | -98.1% |
| YTD | -97.8% | +42.9% | -140.6% | -97.9% |
| 1Y | -100.0% | +38.7% | -138.7% | -100.0% |
| 3Y | -100.0% | +61.8% | -161.8% | -100.0% |
| 5Y | -100.0% | +254.1% | -354.1% | -100.0% |
| 10Y | -100.0% | +20.0% | -120.0% | -100.0% |
| All | -100.0% | +30.1% | -130.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling