-34.2%
FCEL vs VIK
+236.8%
-271.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +2.6% | +16.2% | +17.7% |
| 7D | +4.0% | +3.6% | +0.4% | +2.6% |
| 30D | -13.1% | -16.7% | +3.7% | -7.0% |
| 3M | +14.6% | -1.1% | +15.7% | +16.5% |
| 6M | +133.7% | +27.8% | +105.9% | +113.0% |
| YTD | +143.0% | +23.3% | +119.6% | +123.5% |
| 1Y | +320.9% | +38.2% | +282.7% | +266.5% |
| All | -34.2% | +236.8% | -271.0% | -63.9% |
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