+89.5%
FN vs VIK
+234.5%
-145.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.5% | +10.1% | +10.8% |
| 7D | 0.0% | 0.0% | -0.1% | 0.0% |
| 30D | -34.3% | +7.7% | -42.0% | -37.1% |
| 3M | -39.9% | -17.6% | -22.2% | -33.0% |
| 6M | -51.8% | +1.7% | -53.5% | -52.7% |
| YTD | -28.1% | +22.5% | -50.7% | -37.5% |
| 1Y | -29.1% | +52.6% | -81.7% | -45.5% |
| All | +89.5% | +234.5% | -145.0% | +10.4% |
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 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