+9.6%
FERG vs VIK
+225.1%
-215.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.3% |
| 7D | -2.6% | -0.9% | -1.6% | -2.3% |
| 30D | -8.9% | -18.4% | +9.5% | -2.6% |
| 3M | -2.0% | -8.8% | +6.7% | +0.6% |
| 6M | -3.2% | +17.1% | -20.3% | -9.6% |
| YTD | +1.5% | +19.0% | -17.5% | -6.2% |
| 1Y | +0.5% | +30.1% | -29.7% | -10.4% |
| All | +9.6% | +225.1% | -215.5% | -28.8% |
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