-56.8%
FLUT vs VIK
+239.9%
-296.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | -1.2% | +3.2% | -4.4% | -2.1% |
| 30D | +5.0% | +8.2% | -3.2% | +2.2% |
| 3M | -16.4% | -14.7% | -1.7% | -12.9% |
| 6M | -14.6% | +10.3% | -24.9% | -19.8% |
| YTD | -61.9% | +24.5% | -86.3% | -66.3% |
| 1Y | -65.0% | +45.7% | -110.8% | -71.0% |
| All | -56.8% | +239.9% | -296.7% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling