+59.8%
FDX vs VIK
+239.9%
-180.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +0.8% | +3.2% | -2.4% | -0.1% |
| 30D | +9.9% | +8.2% | +1.7% | +7.4% |
| 3M | -1.9% | -14.7% | +12.8% | +2.2% |
| 6M | +6.1% | +10.3% | -4.2% | +2.2% |
| YTD | +38.8% | +24.5% | +14.3% | +28.3% |
| 1Y | +50.0% | +45.7% | +4.3% | +32.3% |
| All | +59.8% | +239.9% | -180.1% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling