+90.4%
FFIV vs VIK
+236.8%
-146.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.4% |
| 7D | -4.2% | +2.6% | -6.8% | -4.9% |
| 30D | -33.9% | +7.9% | -41.8% | -35.4% |
| 3M | -22.6% | -15.2% | -7.5% | -19.1% |
| 6M | -10.4% | +6.5% | -16.9% | -13.0% |
| YTD | +24.3% | +23.3% | +1.0% | +13.2% |
| 1Y | +31.8% | +47.7% | -15.9% | +11.8% |
| All | +90.4% | +236.8% | -146.3% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling