-44.6%
FCEL vs VIK
+228.1%
-272.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -15.8% | -3.0% | -12.8% | -14.8% |
| 30D | -29.3% | -20.7% | -8.5% | -23.0% |
| 3M | -30.1% | -4.6% | -25.5% | -28.1% |
| 6M | +74.4% | +14.0% | +60.5% | +66.0% |
| YTD | +104.5% | +20.2% | +84.3% | +89.8% |
| 1Y | +281.4% | +36.0% | +245.4% | +233.8% |
| All | -44.6% | +228.1% | -272.8% | -69.4% |
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