-36.9%
FICO vs VIK
+243.7%
-280.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +2.2% | +2.7% | -0.5% | +1.5% |
| 30D | +0.1% | +8.8% | -8.7% | -2.4% |
| 3M | -35.2% | -15.3% | -19.9% | -32.6% |
| 6M | -32.4% | +9.4% | -41.7% | -35.3% |
| YTD | -57.4% | +25.9% | -83.3% | -61.5% |
| 1Y | -58.5% | +51.0% | -109.5% | -65.0% |
| All | -36.9% | +243.7% | -280.5% | -58.4% |
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 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