+237.5%
VIK vs FLR
+40.0%
+197.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | -16.7% | -0.7% | -16.1% | -16.8% |
| 3M | -1.1% | +14.3% | -15.4% | -6.1% |
| 6M | +27.8% | +25.6% | +2.2% | +17.1% |
| YTD | +23.3% | +42.9% | -19.5% | +8.8% |
| 1Y | +38.2% | +38.7% | -0.6% | +22.0% |
| All | +237.5% | +40.0% | +197.4% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling