-80.8%
FIG vs VIK
+42.2%
-123.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -12.2% | -1.8% | -10.4% | -11.9% |
| 30D | -11.0% | -17.3% | +6.3% | -7.4% |
| 3M | +11.9% | -5.1% | +16.9% | +12.6% |
| 6M | -21.9% | +16.2% | -38.1% | -27.6% |
| YTD | -40.8% | +17.6% | -58.4% | -45.1% |
| 1Y | -56.6% | +33.5% | -90.2% | -62.2% |
| All | -80.8% | +42.2% | -123.1% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling