+187.7%
FROG vs VIK
+243.7%
-55.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | +12.5% | +2.7% | +9.8% | +11.6% |
| 30D | +23.5% | +8.8% | +14.7% | +20.9% |
| 3M | +19.4% | -15.3% | +34.7% | +24.8% |
| 6M | +77.0% | +9.4% | +67.6% | +71.0% |
| YTD | +81.9% | +25.9% | +56.0% | +63.4% |
| 1Y | +90.7% | +51.0% | +39.7% | +58.6% |
| All | +187.7% | +243.7% | -55.9% | +112.7% |
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 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