+18.8%
F vs VIK
+233.3%
-214.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +2.9% | +6.8% | -3.9% | +0.8% |
| 3M | -9.5% | -17.6% | +8.1% | -4.8% |
| 6M | +4.0% | +5.4% | -1.4% | +1.0% |
| YTD | -1.3% | +22.1% | -23.3% | -8.7% |
| 1Y | -1.9% | +49.3% | -51.2% | -14.6% |
| All | +18.8% | +233.3% | -214.5% | -11.7% |
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