+11.3%
VFC vs VIK
+225.3%
-214.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | +0.1% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -13.4% | -18.0% | +4.7% | -1.9% |
| 3M | -23.7% | -5.8% | -17.9% | -21.4% |
| 6M | -24.5% | +17.2% | -41.6% | -34.4% |
| YTD | -27.8% | +19.1% | -47.0% | -38.6% |
| 1Y | -13.5% | +33.6% | -47.1% | -32.6% |
| All | +11.3% | +225.3% | -214.0% | -38.8% |
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