-18.3%
FICO vs VIK
+228.1%
-246.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | -3.0% | -16.1% | -18.5% |
| 30D | -14.6% | -20.7% | +6.1% | -9.1% |
| 3M | -20.1% | -4.6% | -15.4% | -19.9% |
| 6M | -36.3% | +14.0% | -50.3% | -40.3% |
| YTD | -44.9% | +20.2% | -65.0% | -49.4% |
| 1Y | -38.6% | +36.0% | -74.6% | -46.3% |
| All | -18.3% | +228.1% | -246.4% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling