+162.3%
FROG vs VIK
+236.8%
-74.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.6% |
| 7D | +17.0% | +2.6% | +14.4% | +16.5% |
| 30D | +1.3% | +7.9% | -6.6% | -0.6% |
| 3M | +17.5% | -15.2% | +32.6% | +22.8% |
| 6M | +46.8% | +6.5% | +40.2% | +42.8% |
| YTD | +65.8% | +23.3% | +42.5% | +49.8% |
| 1Y | +61.0% | +47.7% | +13.3% | +34.8% |
| All | +162.3% | +236.8% | -74.5% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling