+119.7%
FROG vs VIK
+236.8%
-117.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.7% |
| 7D | -5.5% | +3.6% | -9.1% | -6.5% |
| 30D | -3.1% | -16.7% | +13.6% | +1.8% |
| 3M | +1.2% | -1.1% | +2.3% | +1.1% |
| 6M | +113.7% | +27.8% | +85.9% | +92.7% |
| YTD | +38.9% | +23.3% | +15.5% | +25.4% |
| 1Y | +72.0% | +38.2% | +33.8% | +47.5% |
| All | +119.7% | +236.8% | -117.1% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling