-22.6%
FPS vs VIK
+23.9%
-46.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.2% | -23.5% | -20.5% |
| 7D | -23.3% | +5.4% | -28.7% | -26.0% |
| 30D | -42.4% | +12.5% | -54.9% | -46.3% |
| 3M | -43.0% | -15.2% | -27.8% | -37.6% |
| 6M | -44.5% | +15.4% | -59.8% | -49.7% |
| All | -22.6% | +23.9% | -46.6% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling