-47.7%
FLUT vs VIK
+225.3%
-273.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -0.3% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | +5.4% | -18.0% | +23.4% | +11.6% |
| 3M | -10.8% | -5.8% | -5.0% | -10.7% |
| 6M | -9.2% | +17.2% | -26.4% | -17.6% |
| YTD | -53.8% | +19.1% | -72.9% | -58.4% |
| 1Y | -66.0% | +33.6% | -99.6% | -70.9% |
| All | -47.7% | +225.3% | -273.0% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling