+28.5%
FSLY vs VIK
+243.7%
-215.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.9% |
| 7D | +4.9% | +2.7% | +2.1% | +3.4% |
| 30D | -33.5% | +8.8% | -42.3% | -35.8% |
| 3M | -44.6% | -15.3% | -29.3% | -39.7% |
| 6M | -9.2% | +9.4% | -18.6% | -13.4% |
| YTD | +63.3% | +25.9% | +37.4% | +42.2% |
| 1Y | +45.3% | +51.0% | -5.7% | +14.1% |
| All | +28.5% | +243.7% | -215.1% | +1.3% |
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