+145.7%
FTNT vs VIK
+225.1%
-79.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.0% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | -3.0% | -18.4% | +15.4% | +1.2% |
| 3M | +7.6% | -8.8% | +16.4% | +9.5% |
| 6M | +87.0% | +17.1% | +69.8% | +76.9% |
| YTD | +96.5% | +19.0% | +77.5% | +84.2% |
| 1Y | +92.9% | +30.1% | +62.8% | +75.3% |
| All | +145.7% | +225.1% | -79.4% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling