+11.4%
FPS vs VIK
+19.7%
-8.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.4% | +1.4% |
| 7D | +10.4% | +3.6% | +6.8% | +8.0% |
| 30D | -16.5% | -16.7% | +0.2% | -7.2% |
| 3M | -45.5% | -1.1% | -44.5% | -45.4% |
| 6M | +2.1% | +27.8% | -25.7% | -14.0% |
| All | +11.4% | +19.7% | -8.3% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling