+34.3%
FANG vs VIK
+55.4%
-21.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -3.4% |
| 7D | -11.3% | +5.4% | -16.7% | -10.1% |
| 30D | -0.7% | +12.5% | -13.2% | +2.3% |
| 3M | -4.2% | -15.2% | +11.0% | -7.6% |
| 6M | -13.5% | +15.4% | -28.8% | -10.0% |
| YTD | +23.7% | +27.7% | -3.9% | +29.5% |
| 1Y | +34.3% | +59.7% | -25.4% | +40.2% |
| All | +34.3% | +55.4% | -21.1% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling