-67.3%
FISV vs VIK
+225.3%
-292.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -3.7% |
| 7D | -6.4% | -0.8% | -5.6% | -6.3% |
| 30D | -6.8% | -18.0% | +11.2% | -3.2% |
| 3M | -10.0% | -5.8% | -4.2% | -9.4% |
| 6M | -20.6% | +17.2% | -37.8% | -24.6% |
| YTD | -27.6% | +19.1% | -46.7% | -31.5% |
| 1Y | -64.3% | +33.6% | -98.0% | -67.2% |
| All | -67.3% | +225.3% | -292.6% | -73.4% |
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