+85.5%
FFIV vs VIK
+243.7%
-158.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.0% |
| 7D | -0.5% | +2.7% | -3.3% | -1.3% |
| 30D | -32.4% | +8.8% | -41.2% | -34.1% |
| 3M | -25.7% | -15.3% | -10.4% | -22.2% |
| 6M | -13.5% | +9.4% | -22.9% | -16.6% |
| YTD | +21.1% | +25.9% | -4.7% | +9.6% |
| 1Y | +29.4% | +51.0% | -21.6% | +9.1% |
| All | +85.5% | +243.7% | -158.1% | +31.5% |
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