+75.6%
FSLY vs VIK
+225.3%
-149.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +7.3% |
| 7D | +11.2% | -0.8% | +12.0% | +11.5% |
| 30D | -18.2% | -18.0% | -0.1% | -10.1% |
| 3M | +21.9% | -5.8% | +27.7% | +25.1% |
| 6M | +4.0% | +17.2% | -13.1% | -5.4% |
| YTD | +123.1% | +19.1% | +104.0% | +98.0% |
| 1Y | +196.9% | +33.6% | +163.2% | +146.5% |
| All | +75.6% | +225.3% | -149.7% | +41.1% |
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