+208.6%
FSLY vs VIK
+31.2%
+177.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +7.5% | -1.8% | +9.4% | +8.2% |
| 30D | -21.1% | -17.3% | -3.8% | -15.0% |
| 3M | +21.8% | -5.1% | +26.8% | +24.5% |
| 6M | -0.1% | +16.2% | -16.3% | -7.7% |
| YTD | +123.1% | +17.6% | +105.4% | +98.8% |
| 1Y | +208.6% | +33.5% | +175.0% | +150.5% |
| All | +208.6% | +31.2% | +177.3% | +150.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling