-47.0%
FLUT vs VIK
+225.1%
-272.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.5% |
| 7D | +0.4% | -0.9% | +1.4% | +0.7% |
| 30D | +2.5% | -18.4% | +20.9% | +8.8% |
| 3M | -9.2% | -8.8% | -0.5% | -7.9% |
| 6M | -8.2% | +17.1% | -25.4% | -16.7% |
| YTD | -53.2% | +19.0% | -72.3% | -57.9% |
| 1Y | -65.6% | +30.1% | -95.7% | -70.2% |
| All | -47.0% | +225.1% | -272.1% | -65.3% |
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