+12.3%
FANG vs VIK
+225.1%
-212.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +2.6% | -18.4% | +21.0% | +4.8% |
| 3M | +7.6% | -8.8% | +16.3% | +8.0% |
| 6M | +17.3% | +17.1% | +0.2% | +11.4% |
| YTD | +38.7% | +19.0% | +19.6% | +29.9% |
| 1Y | +51.6% | +30.1% | +21.5% | +37.6% |
| All | +12.3% | +225.1% | -212.7% | -25.9% |
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