-67.1%
FISV vs VIK
+221.3%
-288.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | -7.2% | -1.8% | -5.4% | -6.9% |
| 30D | -7.2% | -17.3% | +10.1% | -3.8% |
| 3M | -8.2% | -5.1% | -3.1% | -7.8% |
| 6M | -17.7% | +16.2% | -33.9% | -21.7% |
| YTD | -27.2% | +17.6% | -44.8% | -30.9% |
| 1Y | -63.0% | +33.5% | -96.5% | -66.0% |
| All | -67.1% | +221.3% | -288.4% | -73.1% |
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