-58.8%
FICO vs VIK
+47.9%
-106.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +8.4% | +6.8% | +1.6% | +7.4% |
| 3M | -30.5% | -17.6% | -12.9% | -28.8% |
| 6M | -35.7% | +5.4% | -41.2% | -37.5% |
| YTD | -57.2% | +22.1% | -79.3% | -59.8% |
| All | -58.8% | +47.9% | -106.7% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling