-53.0%
FIS vs VIK
+243.7%
-296.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +4.0% |
| 7D | +2.8% | +2.7% | +0.1% | +2.5% |
| 30D | -16.7% | +8.8% | -25.5% | -18.0% |
| 3M | -32.3% | -15.3% | -17.0% | -30.6% |
| 6M | -29.1% | +9.4% | -38.4% | -30.6% |
| YTD | -54.1% | +25.9% | -80.0% | -56.6% |
| 1Y | -53.7% | +51.0% | -104.7% | -57.8% |
| All | -53.0% | +243.7% | -296.7% | -62.2% |
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