+147.9%
FTNT vs VIK
+236.8%
-89.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.2% |
| 7D | -2.7% | +3.6% | -6.3% | -3.4% |
| 30D | -1.4% | -16.7% | +15.4% | +2.4% |
| 3M | +10.1% | -1.1% | +11.2% | +10.2% |
| 6M | +88.2% | +27.8% | +60.4% | +74.1% |
| YTD | +98.3% | +23.3% | +75.0% | +84.5% |
| 1Y | +96.0% | +38.2% | +57.8% | +75.4% |
| All | +147.9% | +236.8% | -89.0% | +131.7% |
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