-65.3%
FISV vs VIK
+225.1%
-290.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.2% |
| 7D | -2.7% | -0.9% | -1.7% | -2.5% |
| 30D | 0.0% | -18.4% | +18.4% | +4.0% |
| 3M | -2.8% | -8.8% | +6.0% | -1.4% |
| 6M | -11.8% | +17.1% | -29.0% | -16.2% |
| YTD | -23.2% | +19.0% | -42.3% | -27.3% |
| 1Y | -62.0% | +30.1% | -92.1% | -64.9% |
| All | -65.3% | +225.1% | -290.4% | -71.8% |
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