+180.1%
FROG vs VIK
+239.9%
-59.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +48.2% | +3.2% | +45.1% | +47.0% |
| 30D | +11.4% | +8.2% | +3.2% | +9.2% |
| 3M | +28.5% | -14.7% | +43.2% | +34.2% |
| 6M | +63.7% | +10.3% | +53.5% | +57.7% |
| YTD | +77.1% | +24.5% | +52.6% | +59.6% |
| 1Y | +79.3% | +45.7% | +33.6% | +51.2% |
| All | +180.1% | +239.9% | -59.7% | +107.8% |
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