-82.4%
FRMI vs VIK
+43.1%
-125.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +2.6% | +8.9% | +10.4% |
| 7D | +23.3% | +3.6% | +19.7% | +21.6% |
| 30D | -7.6% | -16.7% | +9.1% | -0.9% |
| 3M | +0.2% | -1.1% | +1.3% | +0.2% |
| 6M | -28.7% | +27.8% | -56.5% | -32.4% |
| YTD | -28.6% | +23.3% | -52.0% | -31.2% |
| All | -82.4% | +43.1% | -125.6% | -80.0% |
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