+66.2%
FSLY vs VIK
+236.8%
-170.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.7% | +3.1% |
| 7D | +3.5% | +3.6% | -0.1% | +1.7% |
| 30D | -6.4% | -16.7% | +10.3% | +2.0% |
| 3M | +10.9% | -1.1% | +12.0% | +11.2% |
| 6M | +6.7% | +27.8% | -21.1% | -6.8% |
| YTD | +111.1% | +23.3% | +87.8% | +84.5% |
| 1Y | +185.8% | +38.2% | +147.6% | +133.8% |
| All | +66.2% | +236.8% | -170.6% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling