+11.4%
FERG vs VIK
+236.8%
-225.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.8% |
| 7D | +3.4% | +3.6% | -0.2% | +2.1% |
| 30D | -11.5% | -16.7% | +5.2% | -6.1% |
| 3M | +1.3% | -1.1% | +2.4% | +1.2% |
| 6M | -1.0% | +27.8% | -28.8% | -10.3% |
| YTD | +3.2% | +23.3% | -20.1% | -5.8% |
| 1Y | -3.0% | +38.2% | -41.1% | -15.3% |
| All | +11.4% | +236.8% | -225.4% | -28.4% |
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