-39.3%
FIS vs VIK
+225.1%
-264.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -7.9% | -0.9% | -7.0% | -7.8% |
| 30D | -8.0% | -18.4% | +10.4% | -4.9% |
| 3M | +0.6% | -8.8% | +9.4% | +1.8% |
| 6M | -22.2% | +17.1% | -39.3% | -25.3% |
| YTD | -40.8% | +19.0% | -59.8% | -43.3% |
| 1Y | -41.5% | +30.1% | -71.7% | -45.1% |
| All | -39.3% | +225.1% | -264.4% | -50.7% |
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