+188.9%
FLEX vs VIK
+236.8%
-47.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | -13.6% | +2.6% | -16.2% | -15.0% |
| 30D | -36.5% | +7.9% | -44.4% | -39.2% |
| 3M | -36.4% | -15.2% | -21.3% | -30.9% |
| 6M | -46.5% | +6.5% | -53.0% | -48.6% |
| YTD | +25.9% | +23.3% | +2.6% | +11.9% |
| 1Y | +19.6% | +47.7% | -28.1% | -3.2% |
| All | +188.9% | +236.8% | -47.9% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling