+225.7%
VIK vs FLR
+34.1%
+191.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.8% |
| 7D | -0.9% | -3.5% | +2.6% | +0.1% |
| 30D | -18.4% | +4.2% | -22.6% | -19.5% |
| 3M | -8.8% | +8.1% | -16.8% | -11.9% |
| 6M | +17.1% | +21.5% | -4.4% | +8.3% |
| YTD | +19.0% | +36.8% | -17.7% | +6.3% |
| 1Y | +30.1% | +31.2% | -1.1% | +16.8% |
| All | +225.7% | +34.1% | +191.6% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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