+124.5%
FROG vs VIK
+221.3%
-96.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +1.9% |
| 7D | -2.2% | -1.8% | -0.3% | -1.7% |
| 30D | +3.0% | -17.3% | +20.2% | +8.3% |
| 3M | +10.3% | -5.1% | +15.4% | +11.4% |
| 6M | +116.7% | +16.2% | +100.5% | +101.3% |
| YTD | +41.9% | +17.6% | +24.3% | +29.8% |
| 1Y | +78.5% | +33.5% | +45.0% | +54.3% |
| All | +124.5% | +221.3% | -96.7% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling