-40.1%
FIS vs VIK
+225.3%
-265.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.4% | 0.0% | -2.9% |
| 7D | -9.1% | -0.8% | -8.3% | -9.0% |
| 30D | -10.4% | -18.0% | +7.6% | -7.5% |
| 3M | -3.7% | -5.8% | +2.1% | -3.1% |
| 6M | -24.8% | +17.2% | -41.9% | -27.7% |
| YTD | -41.6% | +19.1% | -60.7% | -44.1% |
| 1Y | -42.7% | +33.6% | -76.4% | -46.5% |
| All | -40.1% | +225.3% | -265.4% | -51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling