+150.0%
FTNT vs VIK
+221.3%
-71.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.3% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | -1.9% | -17.3% | +15.4% | +2.0% |
| 3M | +14.4% | -5.1% | +19.4% | +15.5% |
| 6M | +88.7% | +16.2% | +72.5% | +78.8% |
| YTD | +100.0% | +17.6% | +82.4% | +87.9% |
| 1Y | +99.9% | +33.5% | +66.3% | +79.9% |
| All | +150.0% | +221.3% | -71.2% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling