-38.2%
FICO vs VIK
+234.5%
-272.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -0.9% | 0.0% | -1.0% | -1.1% |
| 30D | +3.3% | +7.7% | -4.3% | +0.9% |
| 3M | -31.7% | -17.6% | -14.1% | -28.5% |
| 6M | -34.0% | +1.7% | -35.6% | -35.5% |
| YTD | -58.3% | +22.5% | -80.8% | -62.1% |
| 1Y | -57.9% | +52.6% | -110.6% | -64.7% |
| All | -38.2% | +234.5% | -272.8% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling