+196.8%
FLEX vs VIK
+233.3%
-36.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +12.2% |
| 7D | -7.2% | +0.1% | -7.3% | -7.4% |
| 30D | -34.8% | +6.8% | -41.6% | -37.2% |
| 3M | -35.6% | -17.6% | -18.0% | -28.9% |
| 6M | -45.0% | +5.4% | -50.5% | -46.9% |
| YTD | +29.4% | +22.1% | +7.3% | +15.7% |
| 1Y | +24.8% | +49.3% | -24.5% | +0.6% |
| All | +196.8% | +233.3% | -36.6% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling